A simple panel stationarity test in the presence of serial correlation and a common factor
Year of publication: |
2012
|
---|---|
Authors: | Hadri, Kaddour ; Kurozumi, Eiji |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 115.2012, 1, p. 31-34
|
Publisher: |
Elsevier |
Subject: | Panel data | Stationarity | KPSS test | Cross-sectional dependence | Common factor |
-
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence
Hadri, Kaddour, (2008)
-
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence
Hadri, Kaddour, (2008)
-
Pooled Unit Root Tests in Panels with a Common Factor
Westerlund, Joakim, (2005)
- More ...
-
A locally optimal test for no unit root in cross-sectionally dependent panel data
Hadri, Kaddour, (2011)
-
Covariate unit root test for cross-sectionally dependent panel data
Kurozumi, Eiji, (2012)
-
A simple panel stationarity test in the presence of serial correlation an a common factor
Hadri, Kaddour, (2012)
- More ...