Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
This paper presents two alternative methods for modifying the HEGY-IPS test in the presence of cross-sectional dependency. In general, the bootstrap method (BHEGY-IPS) has greater power than the method suggested by Pesaran [Pesaran, M.H. (2007). A simple panel unit root test in the presence of cross...
Autores Principales: | , , |
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Formato: | Artículo (Article) |
Lenguaje: | Inglés (English) |
Publicado: |
2007
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Materias: | |
Acceso en línea: | https://repository.urosario.edu.co/handle/10336/23900 https://doi.org/10.1016/j.econlet.2007.03.002 |