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The power envelope of panel unit root tests in case stationary alternatives offset explosive ones - MaRDI portal

The power envelope of panel unit root tests in case stationary alternatives offset explosive ones (Q893440)

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scientific article; zbMATH DE number 6511928
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English
The power envelope of panel unit root tests in case stationary alternatives offset explosive ones
scientific article; zbMATH DE number 6511928

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    The power envelope of panel unit root tests in case stationary alternatives offset explosive ones (English)
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    19 November 2015
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    panel unit root test
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    local asymptotic normality
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    limit experiment
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    asymptotic power envelope
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