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Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
Moon, Hyungsik Roger
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Perron, Benoit
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The econometrics journal
11
(
2008
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1
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pp. 80-104
Persistent link: https://www.econbiz.de/10003648625
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Point-optimal panel unit root tests with serially correlated errors
Moon, Hyungsik Roger
;
Perron, Benoit
;
Phillips, Peter C. B.
- In:
The econometrics journal
17
(
2014
)
3
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pp. 338-372
Persistent link: https://www.econbiz.de/10010498715
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