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1
A locally optimal test for no unit root in cross-sectionally dependent panel data
Hadri, Kaddour
;
Kurozumi, Eiji
- In:
Hitotsubashi journal of economics
52
(
2011
)
2
,
pp. 165-184
Persistent link: https://www.econbiz.de/10009501215
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2
Covariate unit root test for cross-sectionally dependent panel data
Kurozumi, Eiji
;
Yamazaki, Daisuke
;
Hadri, Kaddour
-
2012
Persistent link: https://www.econbiz.de/10009666619
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3
A simple panel stationarity test in the presence of serial correlation an a common factor
Hadri, Kaddour
;
Kurozumi, Eiji
- In:
Economics letters
115
(
2012
)
1
,
pp. 31-34
Persistent link: https://www.econbiz.de/10009615344
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4
Testing the Prebish-Singer hypothesis using second-generation panel data stationarity tests with a break
Arezki, Rabah
;
Hadri, Kaddour
;
Kurozumi, Eiji
;
Rao, Yao
- In:
Economics letters
117
(
2012
)
3
,
pp. 814-816
Persistent link: https://www.econbiz.de/10009682663
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5
Novel panel cointegration tests emending for cross-section dependence with N fixed
Hadri, Kaddour
;
Kurozumi, Eiji
;
Rao, Yao
- In:
The econometrics journal
18
(
2015
)
3
,
pp. 363-411
Persistent link: https://www.econbiz.de/10011473812
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6
Synergy between an improved covariate unit root test and cross‐sectionally dependent panel data unit root tests
Hadri, Kaddour
;
Kurozumi, Eiji
;
Yamazaki, Daisuke
- In:
The Manchester School
83
(
2015
)
6
,
pp. 676-700
Persistent link: https://www.econbiz.de/10011404751
Saved in:
7
Novel panel cointegration tests emending for cross-section dependence with N fixed
Hadri, Kaddour
;
Kurozumi, Eiji
;
Rao, Yao
-
2013
Persistent link: https://www.econbiz.de/10010221322
Saved in:
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