Testing for seasonal unit roots in heterogeneous panels

"This paper uses the approach of Im, Pesaran and Shin [Im, K.S., Pesaran, M.H., Shin, Y., 2003. Testing for unit roots in heterogeneous panels. Journal of Economics 115, 53-74.] to propose seasonal unit root tests for dynamic heterogeneous panels. The standardised t-bar and F-bar statistics are...

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Autores Principales: Otero J., Smith J., Giulietti M.
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: 2005
Materias:
Acceso en línea:https://repository.urosario.edu.co/handle/10336/23899
https://doi.org/10.1016/j.econlet.2004.06.018
id ir-10336-23899
recordtype dspace
spelling ir-10336-238992021-01-21T08:31:30Z Testing for seasonal unit roots in heterogeneous panels Otero J. Smith J. Giulietti M. Heterogeneous dynamic panels Seasonal unit roots "This paper uses the approach of Im, Pesaran and Shin [Im, K.S., Pesaran, M.H., Shin, Y., 2003. Testing for unit roots in heterogeneous panels. Journal of Economics 115, 53-74.] to propose seasonal unit root tests for dynamic heterogeneous panels. The standardised t-bar and F-bar statistics are simply averages of the HEGY tests across groups. These statistics converge to standard normal variates. © 2004 Elsevier B.V. All rights reserved." 2005 2020-05-26T00:06:30Z info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion 1651765 https://repository.urosario.edu.co/handle/10336/23899 https://doi.org/10.1016/j.econlet.2004.06.018 eng info:eu-repo/semantics/openAccess application/pdf instname:Universidad del Rosario reponame:Repositorio Institucional EdocUR
institution EdocUR - Universidad del Rosario
collection DSpace
language Inglés (English)
topic Heterogeneous dynamic panels
Seasonal unit roots
spellingShingle Heterogeneous dynamic panels
Seasonal unit roots
Otero J.
Smith J.
Giulietti M.
Testing for seasonal unit roots in heterogeneous panels
description "This paper uses the approach of Im, Pesaran and Shin [Im, K.S., Pesaran, M.H., Shin, Y., 2003. Testing for unit roots in heterogeneous panels. Journal of Economics 115, 53-74.] to propose seasonal unit root tests for dynamic heterogeneous panels. The standardised t-bar and F-bar statistics are simply averages of the HEGY tests across groups. These statistics converge to standard normal variates. © 2004 Elsevier B.V. All rights reserved."
format Artículo (Article)
author Otero J.
Smith J.
Giulietti M.
author_facet Otero J.
Smith J.
Giulietti M.
author_sort Otero J.
title Testing for seasonal unit roots in heterogeneous panels
title_short Testing for seasonal unit roots in heterogeneous panels
title_full Testing for seasonal unit roots in heterogeneous panels
title_fullStr Testing for seasonal unit roots in heterogeneous panels
title_full_unstemmed Testing for seasonal unit roots in heterogeneous panels
title_sort testing for seasonal unit roots in heterogeneous panels
publishDate 2005
url https://repository.urosario.edu.co/handle/10336/23899
https://doi.org/10.1016/j.econlet.2004.06.018
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score 11,388314