The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks
Year of publication: |
2013-04-09
|
---|---|
Authors: | Karavias, Yiannis ; Tzavalis, Elias |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Panel data | unit root tests | structural breaks | local power | serial correlation | incidental trends |
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