## Abstract Unit root tests, seeking mean or trend reversion, are frequently applied to panel data. We show that more powerful variants of commonly applied tests are readily available. Moreover, power gains persist when the modifications are applied to bootstrap procedures that may be employed when
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Unit root tests with smooth breaks: an application to the Nelson–Plosser data set
✍ Scribed by Pascalau, Razvan
- Book ID
- 120467389
- Publisher
- Taylor and Francis Group
- Year
- 2010
- Tongue
- English
- Weight
- 109 KB
- Volume
- 17
- Category
- Article
- ISSN
- 1350-4851
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