Kurozumi, Eiji; Yamazaki, Daisuke; Hadri, Kaddour - Institute of Economic Research, Hitotsubashi University - 2012
interpretation of the test results. In particular, it investigates the optimal point optimal covariate unit root test by Juhl and … power function of the covariate test with those of panel unit root tests and show that the covariate unit root test can be …
