Sampling at different frequencies, and the power of panel unit root tests (Q1038092): Difference between revisions

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+https://doi.org/10.1016/j.econlet.2008.11.012
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+W1975133205
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+Determining the Number of Factors in Approximate Factor Models
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+Efficient Tests for an Autoregressive Unit Root
@@ Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank @@
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+Testing for unit roots in heterogeneous panels.
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+Testing for a unit root in panels with dynamic factors
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+Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
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+Incidental trends and the power of panel unit root tests
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+Testing the random walk hypothesis: power versus frequency of observation
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