Asymptotically uniformly most powerful tests for unit roots in gaussian panels with cross-sectional dependence generated by common factors
Year of publication: |
2024
|
---|---|
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
|
Subject: | Theorie | Theory | Panel | Panel study | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis |
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