The effect of recursive detrending on panel unit root tests

DOI10.1016/j.jeconom.2014.06.015zbMath1332.62349OpenAlexW1966438322MaRDI QIDQ2343821

Joakim Westerlund

Publication date: 6 May 2015

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.06.015

zbMATH Keywords

panel dataunit root testdeterministic trendrecursive detrendingpolynomial trend function

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

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