The power envelope of panel unit root tests in case stationary alternatives offset explosive ones

DOI10.1016/J.SPL.2015.09.019zbMATH Open1328.62108OpenAlexW3124616904MaRDI QIDQ893440FDOQ893440

Feike C. Drost, Ramon van den Akker, I. Gaia Becheri, Oliver Wichert

Publication date: 19 November 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.09.019

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zbMATH Keywords

panel unit root testlocal asymptotic normalitylimit experimentasymptotic power envelope

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05)

Cites Work

• Asymptotic Statistics
• Title not available (Why is that?)
• Incidental trends and the power of panel unit root tests
• The Maxima of the Mean Largest Value and of the Range
• ASYMPTOTICALLY UMP PANEL UNIT ROOT TESTS—THE EFFECT OF HETEROGENEITY IN THE ALTERNATIVES

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