Testing for stationarity in heterogeneous panel data in the presence of cross-section dependence

"The panel variant of the KPSS tests developed by Hadri [Hadri, K., 2000, Testing for stationarity in heterogeneous panels. Econometrics Journal, 3, 148-161] for the null of stationarity suffers from size distortions in the presence of cross-section dependence. However, applying the bootstrap m...

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Detalles Bibliográficos
Autores Principales: "Giulietti, Monica, Otero, Jesús, Smith, Jeremy"
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: 2009
Materias:
Acceso en línea:https://repository.urosario.edu.co/handle/10336/22460
https://doi.org/10.1080/00949650701719136