On the use of GLS demeaning in panel unit root testing
Year of publication: |
Apri 2018
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Authors: | Westerlund, Joakim |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 36.2018, 2, p. 309-320
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Subject: | GLS demeaning | Local asymptotic power | Panel data | Unit root test | Panel | Panel study | Einheitswurzeltest | Theorie | Theory |
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