The local power of the CADF and CIPS panel unit root tests
Year of publication: |
2016
|
---|---|
Authors: | Westerlund, Joakim ; Hosseinkouchack, Mehdi ; Solberger, Martin |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 5/7, p. 845-870
|
Subject: | Common factor model | Cross-sectional averages | Cross-sectional dependence | Local asymptotic power | Panel unit root test | Panel | Panel study | Einheitswurzeltest | Unit root test | Theorie | Theory | Faktorenanalyse | Factor analysis |
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