Computing limiting local powers and power envelopes of panel MA unit root tests and stationarity tests
Katsuto Tanaka
| Year of publication: |
2019
|
|---|---|
| Authors: | Tanaka, Katsuto |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 35.2019, 5, p. 978-1011
|
| Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory | Panel | Panel study | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466618000324 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012146190