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Incidental trends and the power of panel unit root tests

, , and . Journal of Econometrics, 141 (2): 416--459 (December 2007)

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Other publications of authors with the same name

Testing for a unit root in panels with dynamic factors, and . Journal of Econometrics, 122 (1): 81--126 (September 2004)Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity, and . Econometric Reviews, 23 (4): 293--323 (2005)Resampling methods in econometrics, and . Journal of Econometrics, 133 (2): 411--419 (August 2006)Incidental trends and the power of panel unit root tests, , and . Journal of Econometrics, 141 (2): 416--459 (December 2007)