The local power of the CADF and CIPS panel unit root tests
Joakim Westerlund (),
Mehdi Hosseinkouchack () and
Martin Solberger ()
Working Papers from Deakin University, Department of Economics
Keywords: Panel unit root test; common factor model; cross-sectional averages; crosssectional dependence; local asymptotic power (search for similar items in EconPapers)
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Journal Article: The Local Power of the CADF and CIPS Panel Unit Root Tests (2016)
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Persistent link: https://EconPapers.repec.org/RePEc:dkn:ecomet:fe_2014_05
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