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

DOI10.1016/j.spl.2015.09.019zbMath1328.62108OpenAlexW3124616904MaRDI QIDQ893440

Feike C. Drost, Ramon van den Akker, I. Gaia Becheri, Oliver Wichert

Publication date: 19 November 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.09.019

zbMATH Keywords

local asymptotic normalitypanel unit root testlimit experimentasymptotic power envelope

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05)

Cites Work

• Unnamed Item
• Incidental trends and the power of panel unit root tests
• Asymptotic Statistics
• ASYMPTOTICALLY UMP PANEL UNIT ROOT TESTS—THE EFFECT OF HETEROGENEITY IN THE ALTERNATIVES
• The Maxima of the Mean Largest Value and of the Range