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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. 814-816
Persistent link: https://www.econbiz.de/10009682663
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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
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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. 209-225
Persistent link: https://www.econbiz.de/10003993597
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Testing the Prebisch–Singer hypothesis since 1650 : evidence from panel techniques that allow for multiple breaks
Arezki, Rabah; Hadri, Kaddour; Loungani, Prakash; Rao, Yao - In: Journal of international money and finance 42 (2014), pp. 208-223
Persistent link: https://www.econbiz.de/10010372665
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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. 245-269
Persistent link: https://www.econbiz.de/10003679742
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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/10003882985
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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
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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
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Covariate unit root test for cross-sectionally dependent panel data
Kurozumi, Eiji; Yamazaki, Daisuke; Hadri, Kaddour - 2012
Persistent link: https://www.econbiz.de/10009666619
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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