A simple test for nonstationarity in mixed panels: A further investigation
A simple test for nonstationarity in mixed panels: A further investigation
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Amsterdam, The NetherlandsLanguage
EnglishPublication classification
C Journal article, C1 Refereed article in a scholarly journalCopyright notice
2016, ElsevierJournal
Journal of Statistical Planning and InferenceVolume
173Pagination
1-30ISSN
0378-3758eISSN
1873-1171Publisher
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Keywords
Science & TechnologyPhysical SciencesStatistics & ProbabilityMathematicsUnit root testPanel dataLocal asymptotic powerUNIT ROOTSTIME DIMENSIONINFERENCEPOWER150202 Financial EconometricsSchool of Accounting, Economics & FinanceFaculty of Business & LawCentre for Economics and Financial Econometrics Research919999 Economic Framework not elsewhere classified3502 Banking, finance and investment3802 Econometrics
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