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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
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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) 12, pp. 123-123
Persistent link: https://www.econbiz.de/10010642436
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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
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KPSS test and model misspecifications
Hadri, Kaddour; Rao, Yao - In: Applied economics letters 16 (2009) 10/12, pp. 1187-1190
Persistent link: https://www.econbiz.de/10003886697
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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
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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
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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
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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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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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Testing the Prebisch-Singer hypothesis since 1650 : evidence from panel techniques that allow for multiple breaks
Arezki, Rabah; Hadri, Kaddour; Loungani, Prakash; Rao, Yao - 2013
In this paper, we re-examine two important aspects of the dynamics of relative primary commodity prices, namely the secular trend and the short run volatility. To do so, we employ 25 series, some of them starting as far back as 1650 and powerful panel data stationarity tests that allow for...
Persistent link: https://www.econbiz.de/10012667514