Limiting experiment for jump-diffusion and panel data models

    Project: Research project

    Project Details

    StatusFinished
    Effective start/end date1/09/0921/12/12

    Research Output

    • 2 Article
    • 1 Discussion paper

    Asymptotically UMP panel unit root tests: the effect of heterogeneity in the alternatives

    Becheri, I. G., Drost, F. C. & van den Akker, R., 2015, In : Econometric Theory. 31, 3, p. 539-559 21 p.

    Research output: Contribution to journalArticleScientificpeer-review

  • 4 Citations (Scopus)

    Unit root tests for cross-sectionally dependent panels: The influence of observed factors

    Becheri, I. G., Drost, F. C. & van den Akker, R., May 2015, In : Journal of Statistical Planning and Inference. 160, p. 11-22

    Research output: Contribution to journalArticleScientificpeer-review

  • 2 Citations (Scopus)

    Asymptotically UMP Panel Unit Root Tests

    Becheri, I. G., Drost, F. C. & van den Akker, R., 2013, Tilburg: Econometrics, 19 p. (CentER Discussion Paper; vol. 2013-017).

    Research output: Working paperDiscussion paperOther research output

    File
  • 334 Downloads (Pure)