The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks
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- Yiannis Karavias & Elias Tzavalis, "undated". "The power performance of fixed-T panel unit root tests allowing for structural breaks," Discussion Papers 13/01, University of Nottingham, Granger Centre for Time Series Econometrics.
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More about this item
KeywordsPanel data; unit root tests; structural breaks; local power; serial correlation; incidental trends;
- 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 fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-04-13 (All new papers)
- NEP-ECM-2013-04-13 (Econometrics)
- NEP-ETS-2013-04-13 (Econometric Time Series)
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