Incidental trends and the power of panel unit root tests
| Year of publication: |
2007
|
|---|---|
| Authors: | Moon, Hyungsik Roger ; Perron, Benoit ; Phillips, Peter C.B. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 141.2007, 2, p. 416-459
|
| Publisher: |
Elsevier |