A simple panel stationarity test in the presence of serial correlation and a common factor
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Publication:433709
DOI10.1016/J.ECONLET.2011.11.036zbMATH Open1242.91168OpenAlexW2043154154MaRDI QIDQ433709FDOQ433709
Authors: Kaddour Hadri, Eiji Kurozumi 
Publication date: 6 July 2012
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2011.11.036
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Cites Work
- A PANIC attack on unit roots and cointegration.
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- Testing for stationarity in heterogeneous panel data where the time dimension is finite
- Statistical inference in vector autoregressions with possibly integrated processes
- A simple test for parameter constancy in a nonlinear time series regression model
- The econometrics of panel data. Fundamental and recent developments in theory and practice.
- Testing for stationarity in heterogeneous panel data
- Reducing the size distortion of the KPSS test
- A new look at panel testing of stationarity and the PPP hypothesis
- Mean group tests for stationarity in heterogeneous panels
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