Incidental trends and the power of panel unit root tests

Hyungsik Roger Moon (), Benoit Perron () and Peter C. B. Phillips ()

Journal of Econometrics, 2007, vol. 141, issue 2, pages 416-459

Date: 2007
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Related works:
Working Paper: Incidental Trends and the Power of Panel Unit Root Tests (2004)
Working Paper: Incidental Trends and the Power of Panel Unit Root Tests (2003)
Working Paper: Incidental Trends and the Power of Panel Unit Root Tests (2005)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:econom:v:141:y:2007:i:2:p:416-459

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