Local Asymptotic Equivalence of the Bai and Ng (2004) and Moon and Perron (2004) Frameworks for Panel Unit Root Testing

Oliver Wichert, I. Gaia Becheri, Feike C. Drost () and Ramon van den Akker
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Oliver Wichert: Tilburg University, School of Economics and Management
I. Gaia Becheri: Tilburg University, School of Economics and Management
Ramon van den Akker: Tilburg University, School of Economics and Management

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Date: 2019
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Working Paper: Local Asymptotic Equivalence of the Bai and Ng (2004) and Moon and Perron (2004) Frameworks for Panel Unit Root Testing (2019)
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