Asymptotically uniformly most powerful tests for unit roots in gaussian panels with cross-sectional dependence generated by common factors
Oliver Wichert, I. Gaia Becheri, Feike C. Drost, Ramon van den Akker
| Year of publication: |
2024
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|---|---|
| Authors: | Wichert, Oliver ; Becheri, I. Gaia ; Drost, Feike C. ; Akker, Ramon van den |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 40.2024, 5, p. 1184-1209
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| Subject: | Theorie | Theory | Panel | Panel study | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466624000112 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015154321