Showing 1 - 10 of 833
Persistent link: https://www.econbiz.de/10011287083
Persistent link: https://www.econbiz.de/10010345751
Persistent link: https://www.econbiz.de/10011550494
Persistent link: https://www.econbiz.de/10010509111
Persistent link: https://www.econbiz.de/10011412857
Persistent link: https://www.econbiz.de/10012694039
This paper investigates the asymptotic local power of the the averaged t-test of Im, Pesaran and Shin (2003, IPS hereafter) in the presence of both initial explosive conditions and incidental trends. By utilizing the least squares detrending methods, it is found that the initial condition plays...
Persistent link: https://www.econbiz.de/10011597286
Persistent link: https://www.econbiz.de/10012019827
Persistent link: https://www.econbiz.de/10011814273
Persistent link: https://www.econbiz.de/10011854514