Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions-Reference-Cited by-同舟云学术

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Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions

Published:2014-09-25 Issue:5 Volume:35 Page:727-750
ISSN:0747-4938
Container-title:Econometric Reviews
language:en
Short-container-title:Econometric Reviews

Author:

Herwartz Helmut,Siedenburg Florian,Walle Yabibal M.

Funder

Financial support from the German Research Foundation (Grant No. HE 2188/3-2) is gratefully acknowledged.

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

http://www.tandfonline.com/doi/pdf/10.1080/07474938.2014.966638

Reference52 articles.

1. A PANIC Attack on Unit Roots and Cointegration

2. Panel unit root tests and spatial dependence

3. Panel data inference under spatial dependence

4. What To Do (and Not to Do) with Time-Series Cross-Section Data

5. The local power of some unit root tests for panel data

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1. Forward detrending for heteroskedasticity-robust panel unit root testing;Econometric Reviews;2022-11-28

2. Does electrification affect rural poverty and households’ non-food spending? Empirical evidence from western Indonesia;Cogent Economics & Finance;2022-07-06

3. On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions;Journal of Risk and Financial Management;2019-07-12

4. Heteroskedasticity‐Robust Unit Root Testing for Trending Panels;Journal of Time Series Analysis;2019-02-13

5. Do Rising Top Incomes Spur Economic Growth? Evidence From OECD Countries Based on a Novel Identification Strategy;Review of Income and Wealth;2018-11-29

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