Limiting experiment for jump-diffusion and panel data models

Project: Research project

Status	Finished
Effective start/end date	1/09/09 → 21/12/12

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 journal › Article › Scientific › peer-review
7 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 journal › Article › Scientific › peer-review
3 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 paper › Discussion paper › Other research output

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