A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility

2017 | journal article. A publication with affiliation to the University of Göttingen.

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​A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility​
Herwartz, H.   & Walle, Y. M.​ (2017) 
Computational Statistics, 33(1) pp. 379​-411​.​ DOI: https://doi.org/10.1007/s00180-017-0784-5 

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Authors
Herwartz, Helmut ; Walle, Yabibal M.
Issue Date
2017
Journal
Computational Statistics 
ISSN
0943-4062
eISSN
1613-9658
Language
English

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