Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects

DOI10.1111/j.1368-423X.2008.00236.xzbMath1135.91413MaRDI QIDQ3499430

Benoit Perron, Hyungsik Roger Moon

Publication date: 29 May 2008

Published in: The Econometrics Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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