Point-optimal panel unit root tests with serially correlated errors (Q5093240): Difference between revisions

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Latest revision as of 15:54, 30 December 2024

scientific article; zbMATH DE number 7563597
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Point-optimal panel unit root tests with serially correlated errors
scientific article; zbMATH DE number 7563597

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    Point-optimal panel unit root tests with serially correlated errors (English)
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    26 July 2022
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    bias correction
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    incidental trends
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    long-run variance
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    point-optimal test
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    serial dependence
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