On the power and interpretation of panel unit root tests
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Publication:1978517
DOI10.1016/S0165-1765(99)00237-2zbMath0951.91060WikidataQ127498819 ScholiaQ127498819MaRDI QIDQ1978517
Publication date: 4 June 2000
Published in: Economics Letters (Search for Journal in Brave)
Related Items (3)
The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study ⋮ A Monte Carlo study on the size and power of panel unit root tests ⋮ The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure
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