A simple test for nonstationarity in mixed panels with incidental trends

DOI10.1016/j.econlet.2014.09.003zbMath1311.62135OpenAlexW2086418789MaRDI QIDQ2345138

Joakim Westerlund

Publication date: 19 May 2015

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2014.09.003

zbMATH Keywords

panel databias correctionlocal asymptotic powerunit root testincidental trends

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Non-Markovian processes: hypothesis testing (62M07)

Related Items (1)

A simple test for nonstationarity in mixed panels with incidental trends

Cites Work

• Incidental trends and the power of panel unit root tests
• Testing for a unit root in a random coefficient panel data model
• A simple test for nonstationarity in mixed panels with incidental trends
• New tools for understanding the local asymptotic power of panel unit root tests

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