Optimal panel unit root testing with covariates

Juodis, Artūras and Westerlund, Joakim 2019, Optimal panel unit root testing with covariates, Econometrics journal, vol. 22, no. 1, pp. 57-72, doi: 10.1111/ectj.12118.


Title Optimal panel unit root testing with covariates
Author(s) Juodis, Artūras
Westerlund, JoakimORCID iD for Westerlund, Joakim orcid.org/0000-0002-8030-5706
Journal name Econometrics journal
Volume number 22
Issue number 1
Start page 57
End page 72
Total pages 16
Publisher Oxford University Press
Place of publication Oxford, Eng.
Publication date 2019-01
ISSN 1368-4221
1368-423X
Keyword(s) Social Sciences
Science & Technology
Physical Sciences
Economics
Mathematics, Interdisciplinary Applications
Social Sciences, Mathematical Methods
Statistics & Probability
Business & Economics
Mathematics
Mathematical Methods In Social Sciences
panel data
unit root test
Gaussian power envelope
covariates
Language eng
DOI 10.1111/ectj.12118
Field of Research 1403 Econometrics
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2018, Royal Economic Society
Persistent URL http://hdl.handle.net/10536/DRO/DU:30120982

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Economics
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