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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Citations: View citations in EconPapers (3)

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Related works:
Journal Article: The Local Power of the CADF and CIPS Panel Unit Root Tests (2016)
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