A simple test for nonstationarity in mixed panels: a further investigation

DOI10.1016/j.jspi.2016.01.004zbMath1337.62229OpenAlexW2233002197MaRDI QIDQ254914

Joakim Westerlund

Publication date: 8 March 2016

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2016.01.004

zbMATH Keywords

panel datalocal asymptotic powerunit root test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Non-Markovian processes: hypothesis testing (62M07)

Related Items (1)

Time-specific average estimation of dynamic panel regressions

Cites Work

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