Unit root tests for cross-sectionally dependent panels: the influence of observed factors

DOI10.1016/J.JSPI.2014.11.005zbMath1311.62129OpenAlexW3122141501MaRDI QIDQ2344381

I. Gaia Becheri, Ramon van den Akker, Feike C. Drost

Publication date: 15 May 2015

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2014.11.005

zbMATH Keywords

panel unit root testlocal asymptotic mixed normalitylimit experimentasymptotic power envelope

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)

Related Items (2)

Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels ⋮ A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK

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