A fixed-T version of Breitung's panel data unit root test and its asymptotic local power
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Keywords
Panel unit root; local power function; serial correlation; incidental trends;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2014-06-02 (Econometrics)
- NEP-ETS-2014-06-02 (Econometric Time Series)
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