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New tools for understanding the local asymptotic power of panel unit root tests
Westerlund, Joakim; Larsson, Rolf - In: Journal of econometrics 188 (2015) 1, pp. 59-93
Persistent link: https://www.econbiz.de/10011500261
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Testing for a unit root in a random coefficient panel data model
Westerlund, Joakim; Larsson, Rolf - In: Journal of econometrics 167 (2012) 1, pp. 254-273
Persistent link: https://www.econbiz.de/10009551420
Cover Image
Testing for a unit root in a random coefficient panel data model
Westerlund, Joakim; Larsson, Rolf - In: Journal of econometrics 167 (2012) 1, pp. 254-274
Persistent link: https://www.econbiz.de/10009825305