On the use of GLS demeaning in panel unit root testing

Westerlund, Joachim 2018, On the use of GLS demeaning in panel unit root testing, Journal of business and economic statistics, vol. 36, no. 2, pp. 309-320, doi: 10.1080/07350015.2016.1152969.

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Title On the use of GLS demeaning in panel unit root testing
Author(s) Westerlund, JoachimORCID iD for Westerlund, Joachim orcid.org/0000-0002-8030-5706
Journal name Journal of business and economic statistics
Volume number 36
Issue number 2
Start page 309
End page 320
Total pages 12
Publisher Taylor & Francis
Place of publication Abingdon, Eng.
Publication date 2018
ISSN 0735-0015
Keyword(s) Social Sciences
Science & Technology
Physical Sciences
Social Sciences, Mathematical Methods
Statistics & Probability
Business & Economics
Mathematical Methods In Social Sciences
GLS demeaning
Local asymptotic power
Panel data
Unit root test
Language eng
DOI 10.1080/07350015.2016.1152969
Field of Research 01 Mathematical Sciences
14 Economics
15 Commerce, Management, Tourism And Services
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2017, American Statistical Association
Persistent URL http://hdl.handle.net/10536/DRO/DU:30097098

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