The Local Power of the CADF and CIPS Panel Unit Root Tests
journal contribution
posted on 2016-05-27, 00:00 authored by Joakim WesterlundJoakim Westerlund, M Hosseinkouchack, M SolbergerThe Local Power of the CADF and CIPS Panel Unit Root Tests
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London, Eng.Language
EnglishPublication classification
C Journal article, C1 Refereed article in a scholarly journalCopyright notice
2016, Taylor & FrancisJournal
Econometric ReviewsVolume
35Pagination
845-870ISSN
0747-4938eISSN
1532-4168Issue
5Publisher
TAYLOR & FRANCIS INCUsage metrics
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Keywords
Social SciencesScience & TechnologyPhysical SciencesEconomicsMathematics, Interdisciplinary ApplicationsSocial Sciences, Mathematical MethodsStatistics & ProbabilityBusiness & EconomicsMathematicsMathematical Methods In Social SciencesCommon factor modelCross-sectional averagesCross-sectional dependenceLocal asymptotic powerPanel unit root testDEPENDENCECentre for Economics and Financial Econometrics Research150202 Financial Econometrics919999 Economic Framework not elsewhere classified3502 Banking, finance and investment3802 Econometrics
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