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The local power of the CADF and CIPS panel unit root tests

Westerlund, Joakim, Hosseinkouchack, Mehdi and Solberger, Martin 2014, The local power of the CADF and CIPS panel unit root tests, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..

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Title The local power of the CADF and CIPS panel unit root tests
Author(s) Westerlund, Joakim
Hosseinkouchack, Mehdi
Solberger, Martin
Publication date 2014
Series School Working Paper - Financial Econometrics Series ; SWP 2014/05
Total pages 36
Publisher Deakin University, School of Accounting, Economics and Finance
Place of publication Geelong, Vic.
Keyword(s) Panel unit root test
common factor model
cross-sectional averages
crosssectional dependence
local asymptotic power
RePEc:dkn:ecomet:fe_2014_05
Language eng
HERDC Research category CN.1 Other journal article
Copyright notice ©2014, The Authors
Persistent URL http://hdl.handle.net/10536/DRO/DU:30106634

Document type: Report
Collection: RePEc Working Papers
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