Heteroskedasticity robust panel unit root tests

Westerlund, Joakim 2014, Heteroskedasticity robust panel unit root tests, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..

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Title Heteroskedasticity robust panel unit root tests
Author(s) Westerlund, JoakimORCID iD for Westerlund, Joakim orcid.org/0000-0002-8030-5706
Publication date 2014
Series School Working Paper - Financial Econometrics Series ; SWP 2014/02
Total pages 53
Publisher Deakin University, School of Accounting, Economics and Finance
Place of publication Geelong, Vic.
Keyword(s) Unit root test
Panel data
Unconditional heteroskedasticity
Crosssection dependence
Common factors
Notes This working paper was later published in the journal 'Journal of Business & Economic Statistics' and is available online http://www.dx.doi.org/10.1080/07350015.2013.857612
Language eng
HERDC Research category CN.1 Other journal article
Related work DU:30072146
Copyright notice ©2014, The Author
Persistent URL http://hdl.handle.net/10536/DRO/DU:30105901

Document type: Report
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