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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| English | 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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0.7640703320503235
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0.760912299156189
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0.7607287764549255
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0.7586495280265808
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0.753463089466095
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