Are OECD macroeconomic variables trend stationary? : evidence from panel stationarity tests allowing for a structural break and cross-sectional dependence
Year of publication: |
2009
|
---|---|
Authors: | Hadri, Kaddour ; Rao, Yao |
Published in: |
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0217-5908, ZDB-ID 231534-8. - Vol. 54.2009, 3, p. 427-440
|
Subject: | Panel | Panel study | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Strukturbruch | Structural break | OECD-Staaten | OECD countries | 1963-2003 |
-
Hadri, Kaddour, (2010)
-
Savings and investments in the OECD, 1970 - 2007 : a test of panel cointegration with regime changes
Di Iorio, Francesca, (2014)
-
Sandberg, Rickard, (2016)
- More ...
-
Arezki, Rabah, (2013)
-
Testing for stationarity in heterogeneous panel data in the case of model misspecification
Rao, Yao, (2010)
-
Arezki, Rabah, (2013)
- More ...