Title: Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
Abstract: Journal Article Asymptotic local power of pooled t‐ratio tests for unit roots in panels with fixed effects Get access Hyungsik Roger Moon, Hyungsik Roger Moon Department of Economics, University of Southern California, Los Angeles, CA 90089 E‐mail: [email protected] Search for other works by this author on: Oxford Academic Google Scholar Benoit Perron Benoit Perron Dept. de sciences economiques, CIREQ and CIRANO, Universite de Montreal, C.P. 6128, Succ. centre‐ville, Montreal, Quebec, H3C 3J7 E‐mail: [email protected] Search for other works by this author on: Oxford Academic Google Scholar The Econometrics Journal, Volume 11, Issue 1, 1 March 2008, Pages 80–104, https://doi.org/10.1111/j.1368-423X.2008.00236.x Published: 07 February 2008 Article history Received: 01 June 2003 Accepted: 01 November 2007 Published: 07 February 2008
Publication Year: 2008
Publication Date: 2008-03-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 50
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