Asymptotically UMP Panel Unit Root Tests - The Effect of Heterogeneity in the Alternatives
Year of publication: |
2014
|
---|---|
Authors: | Becheri, I. Gaia |
Other Persons: | Drost, Feike C. (contributor) ; Van den Akker, Ramon (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Panel | Panel study | Experiment | Einheitswurzeltest | Unit root test |
Extent: | 1 Online-Ressource (23 p) |
---|---|
Series: | CentER Discussion Paper Series ; No. 2013-017 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 10, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2235079 [DOI] |
Classification: | C22 - Time-Series Models ; C23 - Models with Panel Data |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The local power of the IPS test with both initial conditions and incidental trends
Lahiri, Kajal, (2017)
-
Brücker, Herbert, (2003)
-
A simple panel-CADF test for unit roots
Costantini, Mauro, (2011)
- More ...
-
Asymptotically UMP panel unit root tests
Becheri, I. Gaia, (2013)
-
Asymptotically UMP panel unit root tests : the effect of heterogeneity in the alternatives
Becheri, I. Gaia, (2015)
-
The Power Envelope of Panel Unit Root Tests in Case Stationary Alternatives Offset Explosive Ones
Becheri, I. Gaia, (2015)
- More ...