A fixed-\(T\) version of Breitung's panel data unit root test

DOI10.1016/j.econlet.2014.04.029zbMath1295.62087OpenAlexW2075305209MaRDI QIDQ741322

Elias Tzavalis, Yiannis Karavias

Publication date: 11 September 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2014.04.029

zbMATH Keywords

serial correlationpanel unit rootincidental trendslocal power function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)

Related Items (3)

Cumulative sum estimator for change-point in panel data ⋮ Local Power of Fixed-T  Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends ⋮ Local power of panel unit root tests allowing for structural breaks

Cites Work

• Unnamed Item
• Incidental trends and the power of panel unit root tests
• Inference for unit roots in dynamic panels where the time dimension is fixed
• Unit root tests for panel data with AR(1) errors and small T
• Unit root inference in panel data models where the time‐series dimension is fixed: a comparison of different tests

This page was built for publication: A fixed-\(T\) version of Breitung's panel data unit root test