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Are OECD macroeconomic variables trend stationary? : evidence from panel stationarity tests allowing for a structural break and cross-sectional dependence

Hadri, Kaddour; Rao, Yao - In: The Singapore economic review : journal of the Economic … 54 (2009) 3, pp. 427-440

Persistent link: https://www.econbiz.de/10003882985

Testing for stationarity in heterogeneous panel data in the case of model misspecification

Rao, Yao; Hadri, Kaddour; Bu, Ruijun - In: Bulletin of economic research 62 (2010) 3, pp. 209-225

Persistent link: https://www.econbiz.de/10003993597

Panel stationarity test with structural breaks

Hadri, Kaddour; Rao, Yao - In: Oxford bulletin of economics and statistics 70 (2008) 2, pp. 245-269

Persistent link: https://www.econbiz.de/10003679742

Testing the Prebisch–Singer hypothesis since 1650 : evidence from panel techniques that allow for multiple breaks

Arezki, Rabah; Hadri, Kaddour; Loungani, Prakash; Rao, Yao - In: Journal of international money and finance 42 (2014), pp. 208-223

Persistent link: https://www.econbiz.de/10010372665

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

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

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

Are OECD Macroeconomic Variables Trend Stationary? Evidence from Panel Stationary Tests Allowing for a Structural Break and Cross-Sectional Dependence

Hadri, Kaddour; Rao, Yao - 2010

This article applies the panel stationarity test with a break proposed by Hadri and Rao (2008) to examine whether 14 macroeconomic variables of OECD countries can be best represented as random walk or stationary fluctuations around a deterministic trend. In contrast to previous studies, based...

Persistent link: https://www.econbiz.de/10014201245

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 in heterogenous panel data

Hadri, Kaddour - In: The econometrics journal 3 (2000) 2, pp. 148-161

Persistent link: https://www.econbiz.de/10001546173