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Incidental trends and the power of panel unit root tests

Hyungsik Moon (), Benoit Perron () and Peter Phillips ()

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

Date: 2007
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Related works:
Working Paper: Incidental Trends and the Power of Panel Unit Root Tests (2005)
Working Paper: Incidental Trends and the Power of Panel Unit Root Tests (2004) Downloads
Working Paper: Incidental Trends and the Power of Panel Unit Root Tests (2003) Downloads
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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