A Monte Carlo study on the size and power of panel unit root tests (Q6202353)

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scientific article; zbMATH DE number 7824394
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A Monte Carlo study on the size and power of panel unit root tests
scientific article; zbMATH DE number 7824394

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    A Monte Carlo study on the size and power of panel unit root tests (English)
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    26 March 2024
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    first-generation panel unit root tests
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    homogeneous and heterogeneous panels
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    Monte Carlo simulations
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    power and size properties
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    small T panels
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