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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

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

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

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

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

Is MORE LESS? : the role of data augmentation in testing for structural breaks

Rao, Yao; McCabe, Brendan Peter Martin - In: Economics letters 155 (2017), pp. 131-134

Persistent link: https://www.econbiz.de/10011821631

Are OECD Macroeconomic Variables Trend Stationary? Evidence from Panel Stationary Tests Allowing for a Structural Break and Cross-Sectional Dependence

Hadri, Kaddour; Rao, Yao - 2010

This article applies the panel stationarity test with a break proposed by Hadri and Rao (2008) to examine whether 14 macroeconomic variables of OECD countries can be best represented as random walk or stationary fluctuations around a deterministic trend. In contrast to previous studies, based...

Persistent link: https://www.econbiz.de/10014201245

Testing for periodoc stationary

Kurozumi, Eiji - In: Econometric reviews 21 (2002) 2, pp. 243-270

Persistent link: https://www.econbiz.de/10001704809

Testing for stationarity with a break

Kurozumi, Eiji - In: Journal of econometrics 108 (2002) 1, pp. 63-99

Persistent link: https://www.econbiz.de/10001656581

Detection of structural change in the long-run persistence in a univariate time series

Kurozumi, Eiji - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 181-206

Persistent link: https://www.econbiz.de/10002693262