The Local Power of the CADF and CIPS Panel Unit Root Tests
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Publication:5864376
DOI10.1080/07474938.2014.977077zbMath1491.62133OpenAlexW1965727372MaRDI QIDQ5864376
Mehdi Hosseinkouchack, Martin Solberger, Joakim Westerlund
Publication date: 7 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2014.977077
panel unit root testlocal asymptotic powercommon factor modelcross-sectional dependencecross-sectional averages
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)
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