{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,3,31]],"date-time":"2022-03-31T02:09:01Z","timestamp":1648692541428},"reference-count":12,"publisher":"Cambridge University Press (CUP)","issue":"05","license":[{"start":{"date-parts":[[2018,9,18]],"date-time":"2018-09-18T00:00:00Z","timestamp":1537228800000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":["www.cambridge.org"],"crossmark-restriction":true},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2019,10]]},"abstract":"<jats:p>The present article discusses panel unit root tests for two classes of models. One is the moving average (MA) model and the other is the error components model. We conduct score type tests for these models, allowing for various types of regressors, and examine the cross-sectional effect explicitly by presenting an efficient way of computing limiting local powers. It is found that the existence of common regressors does not affect the asymptotic behavior of tests, although heterogeneous regressors do. We also derive the limiting power envelopes for some simple panel models, which shows that the score type panel tests are asymptotically efficient, unlike the time series case.<\/jats:p>","DOI":"10.1017\/s0266466618000324","type":"journal-article","created":{"date-parts":[[2018,9,18]],"date-time":"2018-09-18T04:45:57Z","timestamp":1537245957000},"page":"978-1011","update-policy":"http:\/\/dx.doi.org\/10.1017\/policypage","source":"Crossref","is-referenced-by-count":0,"title":["COMPUTING LIMITING LOCAL POWERS AND POWER ENVELOPES OF PANEL MA UNIT ROOT TESTS AND STATIONARITY TESTS"],"prefix":"10.1017","volume":"35","author":[{"given":"Katsuto","family":"Tanaka","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2018,9,18]]},"reference":[{"key":"S0266466618000324_ref9","doi-asserted-by":"publisher","DOI":"10.1111\/j.1368-423X.2006.00179.x"},{"key":"S0266466618000324_ref8","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00070"},{"key":"S0266466618000324_ref7","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1983.10477032"},{"key":"S0266466618000324_ref6","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176350701"},{"key":"S0266466618000324_ref5","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600162036"},{"key":"S0266466618000324_ref10","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600005442"},{"key":"S0266466618000324_ref3","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/48.3-4.419"},{"key":"S0266466618000324_ref2","doi-asserted-by":"publisher","DOI":"10.1111\/1368-423X.00043"},{"key":"S0266466618000324_ref1","doi-asserted-by":"publisher","DOI":"10.1016\/S0731-9053(00)15006-6"},{"key":"S0266466618000324_ref12","volume-title":"Time Series Analysis: Nonstationary and Noninvertible Distribution Theory","year":"2017"},{"key":"S0266466618000324_ref11","volume-title":"Time Series Analysis: Nonstationary and Noninvertible Distribution Theory","year":"1996"},{"key":"S0266466618000324_ref4","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2006.10.003"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466618000324","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,9,11]],"date-time":"2019-09-11T06:10:50Z","timestamp":1568182250000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466618000324\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2018,9,18]]},"references-count":12,"journal-issue":{"issue":"05","published-print":{"date-parts":[[2019,10]]}},"alternative-id":["S0266466618000324"],"URL":"https:\/\/doi.org\/10.1017\/s0266466618000324","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2018,9,18]]},"assertion":[{"value":"Copyright \u00a9 Cambridge University Press 2018\u00a0","name":"license","label":"License","group":{"name":"copyright_and_licensing","label":"Copyright and Licensing"}}]}}