Asymptotically UMP Panel Unit Root Tests

I.G. Becheri, Feike C. Drost () and R. van den Akker
Additional contact information
I.G. Becheri: Tilburg University, Center For Economic Research
R. van den Akker: Tilburg University, Center For Economic Research

No 2013-017, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: panel unit root test; Local Asymptotic Normality; limit experiment; asymptotic power envelope; information loss (search for similar items in EconPapers)
Date: 2013
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... 157feee83df/download (application/pdf)

Related works:
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:tiu:tiucen:e34b7d23-8e53-4cea-ba69-55481af16647

Access Statistics for this paper

More papers in Discussion Paper from Tilburg University, Center for Economic Research
Bibliographic data for series maintained by Richard Broekman ().