Optimal panel unit root testing with covariates

DOI10.1111/ECTJ.12118OpenAlexW2885960992WikidataQ129420472 ScholiaQ129420472MaRDI QIDQ5084329

Artūras Juodis, Joakim Westerlund

Publication date: 24 June 2022

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

Full work available at URL: http://hdl.handle.net/10.1111/ectj.12118

zbMATH Keywords

panel datacovariatesunit root testGaussian power envelope

Mathematics Subject Classification ID

Statistics (62-XX)

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