Oliver Wichert

Tilburg University (from arXiv:1905.11184, 2019) · ORCID · OpenAlex

3 papers in scope · 2 published · 1 on the econ.EM arXiv · 4 citations · h-index 1 (over the papers listed here)

Papers

Show only papers in our arXiv econ.EM corpus (1 of 3)

ASYMPTOTICALLY UNIFORMLY MOST POWERFUL TESTS FOR UNIT ROOTS IN GAUSSIAN PANELS WITH CROSS-SECTIONAL DEPENDENCE GENERATED BY COMMON FACTORS

published2024 · Econometric Theory · 1 citations · first circulated 2023

with I. Gaia Becheri, Feike C. Drost, Ramon Van den Akker

Econometric Theory

Local Asymptotic Equivalence of the Bai and Ng (2004) and Moon and Perron (2004) Frameworks for Panel Unit Root Testing

working paper2019 · arXiv

with I. Gaia Becheri, Feike C. Drost, Ramon Van den Akker

Paper profile arXiv arXiv:1905.11184

The power envelope of panel unit root tests in case stationary alternatives offset explosive ones

published2015 · Statistics & Probability Letters · 3 citations

with I. Gaia Becheri, Feike C. Drost, Ramon Van den Akker

Statistics & Probability Letters

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.