Point-optimal panel unit root tests with serially correlated errors

DOI10.1111/ECTJ.12030OpenAlexW1899180799MaRDI QIDQ5093240

Hyungsik Roger Moon, Benoit Perron, Peter C. B. Phillips

Publication date: 26 July 2022

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

Full work available at URL: https://doi.org/10.1111/ectj.12030

zbMATH Keywords

bias correctionlong-run varianceserial dependenceincidental trendspoint-optimal test

Mathematics Subject Classification ID

Statistics (62-XX)

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