The Local Power of the CADF and CIPS Panel Unit Root Tests (Q5864376)
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scientific article; zbMATH DE number 7537835
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Local Power of the CADF and CIPS Panel Unit Root Tests |
scientific article; zbMATH DE number 7537835 |
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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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