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 simpl...
Autores Principales: | , , |
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Formato: | Artículo (Article) |
Lenguaje: | Inglés (English) |
Publicado: |
2005
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Materias: | |
Acceso en línea: | https://repository.urosario.edu.co/handle/10336/23899 https://doi.org/10.1016/j.econlet.2004.06.018 |