A simple test for nonstationarity in mixed panels with incidental trends
Year of publication: |
2014
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Authors: | Westerlund, Joakim |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 125.2014, 2, p. 160-163
|
Subject: | Unit root test | Panel data | Incidental trends | Bias correction | Local asymptotic power | Panel | Panel study | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Schätztheorie | Estimation theory |
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