New tools for understanding the local asymptotic power of panel unit root tests
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Publication:2354858
DOI10.1016/j.jeconom.2015.03.043zbMath1337.62283OpenAlexW2020727753MaRDI QIDQ2354858
Joakim Westerlund, Rolf Larsson
Publication date: 27 July 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.03.043
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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