Add to ORKGThis paper uses the approach of Im, Pesaran and Shin (2003) to propose seasonal unit root tests for dynamic heterogeneous panels based on the means of the individuals HEGY test statistics. The standardised t-bar and F-bar statistics are simply averages of the HEGY tests across groups. These statistics converge to standard normal variates.Heterogeneous dynamic panels ; Monte Carlo ; seasonal unit roots
Empirical studies have shown little evidence to support the presence of all unit roots present in th...
When working with time series data observed at intervals smaller than a year, it is often necessary ...
When working with time series data observed at intervals smaller than a year, it is often necessary ...
This paper uses the approach of Im, Pesaran and Shin (2003) to propose seasonal unit root tests for ...
This paper presents two alternative methods for modifying the HEGY-IPS test in the presence of cross...
This paper uses the approach of Im, Pesaran and Shin [Im, K.S., Pesaran, M.H., Shin, Y, 2003. Testin...
This paper uses the approach of Im, Pesaran and Shin [Im, K.S., Pesaran, M.H., Shin, Y., 2003. Testi...
This paper uses the approach of Im, Pesaran and Shin (2003) to propose seasonal unit root tests for ...
This paper generalises the monthly seasonal unit root tests of Franses (1991) for a heterogeneous pa...
This paper generalises the monthly seasonal unit root tests of Franses (1991) for a heterogeneous pa...
This paper presents two alternative methods for modifying the HEGY-IPS test in the presence of cross...
This paper presents two alternative methods for modifying the HEGY-IPS test in the presence of cross...
This paper presents two alternative methods for modifying the HEGY-IPS test in the presence of cross...
This paper proposes unit root tests for dynamic heterogeneous panels based on the mean of individual...
This paper proposes unit root tests for dynamic heterogeneous panels based on the mean of individual...
Empirical studies have shown little evidence to support the presence of all unit roots present in th...
When working with time series data observed at intervals smaller than a year, it is often necessary ...
When working with time series data observed at intervals smaller than a year, it is often necessary ...
This paper uses the approach of Im, Pesaran and Shin (2003) to propose seasonal unit root tests for ...
This paper presents two alternative methods for modifying the HEGY-IPS test in the presence of cross...
This paper uses the approach of Im, Pesaran and Shin [Im, K.S., Pesaran, M.H., Shin, Y, 2003. Testin...
This paper uses the approach of Im, Pesaran and Shin [Im, K.S., Pesaran, M.H., Shin, Y., 2003. Testi...
This paper uses the approach of Im, Pesaran and Shin (2003) to propose seasonal unit root tests for ...
This paper generalises the monthly seasonal unit root tests of Franses (1991) for a heterogeneous pa...
This paper generalises the monthly seasonal unit root tests of Franses (1991) for a heterogeneous pa...
This paper presents two alternative methods for modifying the HEGY-IPS test in the presence of cross...
This paper presents two alternative methods for modifying the HEGY-IPS test in the presence of cross...
This paper presents two alternative methods for modifying the HEGY-IPS test in the presence of cross...
This paper proposes unit root tests for dynamic heterogeneous panels based on the mean of individual...
This paper proposes unit root tests for dynamic heterogeneous panels based on the mean of individual...
Empirical studies have shown little evidence to support the presence of all unit roots present in th...
When working with time series data observed at intervals smaller than a year, it is often necessary ...
When working with time series data observed at intervals smaller than a year, it is often necessary ...