A Panel Unit Root Test with Good Power in Small Samples

DOI10.1080/07474930802458620zbMath1172.62026OpenAlexW1971249306MaRDI QIDQ3183722

Claude Lopez

Publication date: 21 October 2009

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474930802458620

zbMATH Keywords

tablespanel unit root testbootstrap testGLS-detrending

Mathematics Subject Classification ID

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Cites Work

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• Efficient Tests for an Autoregressive Unit Root
• A Parametric approach to the Estimation of Cointegration Vectors in Panel Data
• Determining the Number of Factors in Approximate Factor Models

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