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A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence

Hadri, Kaddour; Kurozumi, Eiji - Institute of Economic Research, Hitotsubashi University - 2008

This paper develops a simple test for the null hypothesis of stationarity in heterogeneous panel data with cross-sectional dependence in the form of a common factor in the disturbance. We do not estimate the common factor but mop-up its effect by employing the same method as the one proposed in...

Persistent link: https://www.econbiz.de/10005675541

A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence

Hadri, Kaddour; Kurozumi, Eiji - Center for Research on Contemporary Economic Systems, … - 2008

This paper develops a simple test for the null hypothesis of stationarity in heterogeneous panel data with cross-sectional dependence in the form of a common factor in the disturbance. We do not estimate the common factor but mop-up its effect by employing the same method as the one proposed in...

Persistent link: https://www.econbiz.de/10005748661

A Locally Optimal Test for No Unit Root in Cross-sectionally Dependent Panel Data

Hadri, Kaddour; Kurozumi, Eiji - In: Hitotsubashi Journal of Economics 52 (2011) 2, pp. 165-184

This paper develops a simple test for the null hypothesis of no unit root for panel data with cross-sectional dependence in the form of a common factor in the disturbance. We do not estimate the common factor but mop-up its effect by employing the same method as the one proposed in Pesaran...

Persistent link: https://www.econbiz.de/10009645218

A locally optimal test for no unit root in cross-sectionally dependent panel data

Hadri, Kaddour; Kurozumi, Eiji - In: Hitotsubashi journal of economics 52 (2011) 2, pp. 165-184

Persistent link: https://www.econbiz.de/10009501215

A simple panel stationarity test in the presence of serial correlation an a common factor

Hadri, Kaddour; Kurozumi, Eiji - In: Economics letters 115 (2012) 1, pp. 31-34

Persistent link: https://www.econbiz.de/10009615344

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

Covariate unit root test for cross-sectionally dependent panel data

Kurozumi, Eiji; Yamazaki, Daisuke; Hadri, Kaddour - 2012

Persistent link: https://www.econbiz.de/10009666619

Novel panel cointegration tests emending for cross-section dependence with N fixed

Hadri, Kaddour; Kurozumi, Eiji; Rao, Yao - 2013

Persistent link: https://www.econbiz.de/10010221322

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

Synergy between an improved covariate unit root test and cross‐sectionally dependent panel data unit root tests

Hadri, Kaddour; Kurozumi, Eiji; Yamazaki, Daisuke - In: The Manchester School 83 (2015) 6, pp. 676-700

Persistent link: https://www.econbiz.de/10011404751

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