Rethinking the univariate approach to panel unit root testing : using covariates to resolve the incidental trend problem
Joakim Westerlund
| Year of publication: |
2015
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|---|---|
| Authors: | Westerlund, Joakim |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 33.2015, 3, p. 430-443
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| Subject: | Covariates | Incidental trends | Local asymptotic power | Panel data | Unit root test | Einheitswurzeltest | Panel | Panel study | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011391381