A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility
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DOI: 10.1007/s00180-017-0784-5
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- Martin C. Arnold & Thilo Reinschlussel, 2024. "Bootstrap Adaptive Lasso Solution Path Unit Root Tests," Papers 2409.07859, arXiv.org.
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Keywords
Nonstationary processes; Resampling; Heteroskedasticity; Cross sectional dependence; Stationarity of GDP per capita;All these keywords.
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