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TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE
Hadri, Kaddour; Larsson, Rolf; Rao, Yao - In: Bulletin of economic research 64 (2012) 1, pp. s123
Persistent link: https://www.econbiz.de/10010052416
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Panel Stationarity Test with Structural Breaks
Hadri, Kaddour; Rao, Yao - In: Oxford bulletin of economics and statistics 70 (2008) 2, pp. 245-270
Persistent link: https://www.econbiz.de/10007982946
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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. 814-817
Persistent link: https://www.econbiz.de/10010042056
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ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE
Hadri, Kaddour; Rao, Yao - In: The Singapore economic review : journal of the Economic … 54 (2009) 3, pp. 427-440
Persistent link: https://www.econbiz.de/10008283360
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TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION
Rao, Yao; Hadri, Kaddour; Bu, Ruijun - In: Bulletin of economic research 62 (2010) 3, pp. 209-226
Persistent link: https://www.econbiz.de/10008427514
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Testing for stationarity in heterogeneous panel data where the time dimension is finite
Hadri, Kaddour; Larsson, Rolf - In: The econometrics journal 8 (2005) 1, pp. 55-69
Persistent link: https://www.econbiz.de/10007439981
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Inference in Panel Cointegration Models With Long Panels
Larsson, Rolf; Lyhagen, Johan - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 473-483
Persistent link: https://www.econbiz.de/10008221518
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A distance measure between cointegration spaces
Larsson, Rolf; Villani, Mattias - In: Economics letters 70 (2001) 1, pp. 21-28
Persistent link: https://www.econbiz.de/10006776286
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Likelihood-based cointegration tests in heterogeneous panels
Larsson, Rolf; Lyhagen, Johan; Löthgren, Mickael - In: The econometrics journal 4 (2001) 1, pp. 109-142
Persistent link: https://www.econbiz.de/10007486731
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Inflation, exchange rates and PPP in a multivariate panel cointegration model
Jacobson, Tor; Lyhagen, Johan; Larsson, Rolf; Nessén, … - In: The econometrics journal 11 (2008) 1, pp. 58-79
Persistent link: https://www.econbiz.de/10007916432