Add to ORKGThe panel variant of the KPSS tests developed by Hadri (2000) for the null of stationarity suffers from size distortions in the presence of cross section dependence. However, applying the bootstrap methodology we find that these tests are approximately correctly sized
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We c...
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We c...
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We c...
The panel variant of the KPSS tests developed by Hadri [Hadri, K., 2000, Testing for stationarity in...
The panel variant of the KPSS tests developed by Hadri [Hadri, K., 2000, Testing for stationarity in...
The panel variant of the KPSS tests developed by Hadri (2000) for the null of stationarity su§ers fr...
November 14, 2008This paper develops a simple test for the null hypothesis of stationarity in hetero...
This paper develops a simple test for the null hypothesis of stationarity in heterogeneous panel dat...
This paper develops a simple test for the null hypothesis of stationarity in heterogeneous panel dat...
This paper presents two alternative methods for modifying the HEGY-IPS test in the presence of cross...
This paper develops a simple test for the null hypothesis of stationarity in heterogeneous panel dat...
Revised December 2009This paper develops a simple test for the null hypothesis of stationarity in he...
This paper analyzes, through Monte Carlo experiments, the robustness of several panel unit root test...
This paper extends the cross-sectionally augmented IPS (CIPS) test of Pesaran (2006) to a three-dime...
We propose a nonlinear heterogeneous panel unit root test for testing the null hypothesis of unit-r...
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We c...
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We c...
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We c...
The panel variant of the KPSS tests developed by Hadri [Hadri, K., 2000, Testing for stationarity in...
The panel variant of the KPSS tests developed by Hadri [Hadri, K., 2000, Testing for stationarity in...
The panel variant of the KPSS tests developed by Hadri (2000) for the null of stationarity su§ers fr...
November 14, 2008This paper develops a simple test for the null hypothesis of stationarity in hetero...
This paper develops a simple test for the null hypothesis of stationarity in heterogeneous panel dat...
This paper develops a simple test for the null hypothesis of stationarity in heterogeneous panel dat...
This paper presents two alternative methods for modifying the HEGY-IPS test in the presence of cross...
This paper develops a simple test for the null hypothesis of stationarity in heterogeneous panel dat...
Revised December 2009This paper develops a simple test for the null hypothesis of stationarity in he...
This paper analyzes, through Monte Carlo experiments, the robustness of several panel unit root test...
This paper extends the cross-sectionally augmented IPS (CIPS) test of Pesaran (2006) to a three-dime...
We propose a nonlinear heterogeneous panel unit root test for testing the null hypothesis of unit-r...
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We c...
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We c...
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We c...