A Monte Carlo study on the size and power of panel unit root tests

DOI10.17535/CRORR.2023.0011MaRDI QIDQ6202353

Unnamed Author

Publication date: 26 March 2024

Published in: Croatian operational research review (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo simulationspower and size propertiesfirst-generation panel unit root testshomogeneous and heterogeneous panelssmall T panels

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Cites Work

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• Behavioural antecedents of Bitcoin trading volume

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