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TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE

Hadri, Kaddour; Larsson, Rolf; Rao, Yao - In: Bulletin of Economic Research 64 (2012) Supplement 1, pp. 123-123

Persistent link: https://www.econbiz.de/10010752399

TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE

Hadri, Kaddour; Larsson, Rolf; Rao, Yao - In: Bulletin of Economic Research 64 (2012) 12, pp. 123-123

Persistent link: https://www.econbiz.de/10010642436

Testing for stationarity in heterogeneous panel data where the time dimension is finite

Hadri, Kaddour; Larsson, Rolf - In: Econometrics Journal 8 (2005) 1, pp. 55-69

and hence makes the test valid for any (T, N) combination. The asymptotic distributions of the tests are derived under the null and are shown to be normally distributed. Their moments for T fixed are derived analytically using Ghazal's (1994, Statistics and Probability letters 20, 313--319) <sup>1</sup>...

Persistent link: https://www.econbiz.de/10005100049

Testing for stationarity in heterogeneous panel data where the time dimension is finite

Hadri, Kaddour; Larsson, Rolf - In: The econometrics journal 8 (2005) 1, pp. 55-69

Persistent link: https://www.econbiz.de/10002686793

TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE

Hadri, Kaddour; Larsson, Rolf; Rao, Yao - In: Bulletin of economic research 64 (2012) 1, pp. s123

Persistent link: https://www.econbiz.de/10010052416

Testing for stationarity in heterogeneous panel data where the time dimension is finite

Hadri, Kaddour; Larsson, Rolf - In: The econometrics journal 8 (2005) 1, pp. 55-69

Persistent link: https://www.econbiz.de/10007439981