Rethinking the univariate approach to panel unit root testing : using covariates to resolve the incidental trend problem

Joakim Westerlund

Year of publication:	2015
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
Subject:	Covariates \| Incidental trends \| Local asymptotic power \| Panel data \| Unit root test \| Einheitswurzeltest \| Panel \| Panel study \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011391381

A service of the