Asymptotically UMP Panel Unit Root Tests
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References listed on IDEAS
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More about this item
Keywordspanel unit root test; Local Asymptotic Normality; limit experiment; asymptotic power envelope; information loss;
- 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
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