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)
Date: 2014-01-01
New Economics Papers: this item is included in nep-ecm, nep-ets and nep-sog
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http://www.tandfonline.com/doi/full/10.1080/07474938.2014.977077

Related works:
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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