The local power of the CADF and CIPS panel unit root tests (Q5864376)
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scientific article; zbMATH DE number 7537835
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| English | The local power of the CADF and CIPS panel unit root tests |
scientific article; zbMATH DE number 7537835 |
Statements
The Local Power of the CADF and CIPS Panel Unit Root Tests (English)
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7 June 2022
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common factor model
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cross-sectional averages
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cross-sectional dependence
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local asymptotic power
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panel unit root test
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0.8278782963752747
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0.8224335312843323
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0.8100184202194214
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0.8086532354354858
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0.8084624409675598
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