A Monte Carlo study on the size and power of panel unit root tests
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Publication:6202353
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Cites work
- A Panel Unit Root Test with Good Power in Small Samples
- A Test of the validity of Crowding-out (or- in) hypothesis: A new examination of link between public borrowing and private investment in Emerging Europe
- Behavioural antecedents of Bitcoin trading volume
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- Lessons from a decade of IPS and LLC
- ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
- On the power and interpretation of panel unit root tests
- Testing for unit roots in heterogeneous panels.
- The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
- Unit root inference in panel data models where the time-series dimension is fixed: a comparison of different tests
- Unit root tests in panel data: asymptotic and finite-sample properties
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