The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends
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More about this item
Keywords
panel data; unit root test; individual heterogeneity;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2017-10-29 (Econometrics)
- NEP-ETS-2017-10-29 (Econometric Time Series)
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