Similar Search Results

Narrow search

Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence

Otero, Jesus; Smith, Jeremy; Giulietti, Monica - In: Economics Letters 97 (2007) 2, pp. 179-184

Persistent link: https://www.econbiz.de/10005296525

Testing for seasonal unit roots in heterogeneous panels

Otero, Jesus; Smith, Jeremy; Giulietti, Monica - In: Economics Letters 86 (2005) 2, pp. 229-235

Persistent link: https://www.econbiz.de/10005355396

Structural breaks and seasonal integration

Smith, Jeremy; Otero, Jesus - In: Economics Letters 56 (1997) 1, pp. 13-19

Persistent link: https://www.econbiz.de/10005362193

Testing for cointegration: power versus frequency of observation -- further Monte Carlo results

Otero, Jesus; Smith, Jeremy - In: Economics Letters 67 (2000) 1, pp. 5-9

Persistent link: https://www.econbiz.de/10005270154

Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence

Giulietti, Monica; Otero, Jesús; Smith, Jeremy - In: Economics Letters 101 (2008) 3, pp. 188-192

The cross-sectionally augmented IPS (CIPS) test of Pesaran (2007) is extended for a three-dimensional (3D) panel. This 3D-CIPS test is correctly sized. However, a bootstrapped IPS test has better power performance than the 3D-CIPS, except for high levels of cross-sectional dependency.

Persistent link: https://www.econbiz.de/10005288012