EconPapers    
Economics at your fingertips  
 

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
References: Add references at CitEc
Citations: View citations in EconPapers (3) Track citations by RSS feed

Downloads: (external link)
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) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:dkn:ecomet:fe_2014_05

Access Statistics for this paper

More papers in Working Papers from Deakin University, Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Xueli Tang ().

 
Page updated 2021-04-15
Handle: RePEc:dkn:ecomet:fe_2014_05