Unit root tests for cross-sectionally dependent panels: the influence of observed factors (Q2344381)
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scientific article; zbMATH DE number 6435775
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| English | Unit root tests for cross-sectionally dependent panels: the influence of observed factors |
scientific article; zbMATH DE number 6435775 |
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Unit root tests for cross-sectionally dependent panels: the influence of observed factors (English)
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15 May 2015
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panel unit root test
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local asymptotic mixed normality
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limit experiment
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asymptotic power envelope
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0.8417233824729919
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0.8412840366363525
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0.8382079005241394
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0.827633798122406
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0.8270642161369324
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