A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence
Year of publication: |
2008-12
|
---|---|
Authors: | Hadri, Kaddour ; Kurozumi, Eiji |
Institutions: | Center for Research on Contemporary Economic Systems, Graduate School of Economics |
Subject: | Panel data | stationarity | KPSS test | cross-sectional dependence | LM test | locally best test |
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