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 methodo...
| Autores Principales: | , , |
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| Formato: | Artículo (Article) |
| Lenguaje: | Inglés (English) |
| Publicado: |
2009
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| Materias: | |
| Acceso en línea: | https://repository.urosario.edu.co/handle/10336/22460 https://doi.org/10.1080/00949650701719136 |