Heteroskedasticity‐Robust Unit Root Testing for Trending Panels-Reference-Cited by-同舟云学术

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Heteroskedasticity‐Robust Unit Root Testing for Trending Panels

Published:2019-02-13 Issue:5 Volume:40 Page:649-664
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J. Time Ser. Anal.

Author:

Herwartz Helmut¹,Maxand Simone²,Walle Yabibal M.¹

Affiliation:

1. Department of EconomicsUniversity of Goettingen Göttingen Germany

2. Department of Political and Economic StudiesUniversity of Helsinki Helsinki Finland

Funder

Academy of Finland

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12446

Reference39 articles.

1. Structural break, unit root, and the causality between energy consumption and GDP in Turkey

2. A PANIC Attack on Unit Roots and Cointegration

3. The demand for electricity in Israel

4. Panel unit root tests under cross-sectional dependence

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