On the Breitung test for panel unit roots and local asymptotic power
Year of publication: |
2006
|
---|---|
Authors: | Moon, Hyungsik Roger ; Perron, Benoit ; Phillips, Peter C. B. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 22.2006, 6, p. 1179-1190
|
Subject: | Einheitswurzeltest | Unit root test | Panel | Panel study |
-
Awolaja, Oladapo Gbenga, (2021)
-
The local power of the IPS test with both initial conditions and incidental trends
Lahiri, Kajal, (2017)
-
Convergence of per capita income : the case of U.S. metropolitan statistical areas
El Montasser, Ghassen, (2016)
- More ...
-
Incidential trends and the power of panel unit root tests
Moon, Hyungsik Roger, (2007)
-
Incidental parameters and dynamic panel modeling
Moon, Hyungsik Roger, (2015)
-
Point-optimal panel unit root tests with serially correlated errors
Moon, Hyungsik Roger, (2014)
- More ...