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Testing for stationarity in heterogeneous panel data where the time dimension is finite

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Author Info
Kaddour Hadri
Rolf Larsson

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Abstract

and hence makes the test valid for any (T, N) combination. The asymptotic distributions of the tests are derived under the null and are shown to be normally distributed. Their moments for T fixed are derived analytically using Ghazal's (1994, Statistics and Probability letters 20, 313--319) 1 lemma 1. Finite sample size and power are considered in a Monte Carlo experiment. The proposed tests have empirical sizes that are very close to the nominal 5% level. The Monte Carlo results clearly show that the power of the test statistics increases substantially with N, T and ω (ω being the number of unit root processes under the alternative). The results indicate that the assumption that T is asymptotic rather than fixed leads to tests that are substantially oversized particularly for relatively short panels with large N. Copyright 2005 Royal Economic Society

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Publisher Info
Article provided by Royal Economic Society in its journal The Econometrics Journal.

Volume (Year): 8 (2005)
Issue (Month): 1 (03)
Pages: 55-69
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Handle: RePEc:ect:emjrnl:v:8:y:2005:i:1:p:55-69

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  1. Kaddour Hadri & Eiji Kurozumi, 2008. "A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence," Global COE Hi-Stat Discussion Paper Series gd08-016, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
    Other versions:
  2. Roland Beck & Annette Kamps, 2009. "Petrodollars and Imports of Oil Exporting Countries," Working Paper Series 1012, European Central Bank. [Downloadable!]
  3. Kristian Jönsson, 2008. "Choosing Between Panel Data Stationarity Tests," Economics Bulletin, Economics Bulletin, vol. 3(25), pages 1-8. [Downloadable!]
  4. Ana María Iregui & Jesús Otero, 2008. "Testing The Law Of One Price In Food Markets: Evidence For Colombia Using Disaggregated Data," DOCUMENTOS DE TRABAJO 005102, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
  5. Ana María Iregui B. & Luis Fernando Melo V. & María Teresa Ramírez G., . "Productividad Regional y Sectorial en Colombia: Análisis utilizando datos de panel," Borradores de Economia 378, Banco de la Republica de Colombia. [Downloadable!]
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  6. Kaddour Hadri & Yao Rao, 2006. "Panel Stationarity Test with Structural Breaks," Research Papers 200615, University of Liverpool Management School. [Downloadable!]
    Other versions:
  7. Etienne B. Yehoue & Gilles J. Dufrénot, 2005. "Real Exchange Rate Misalignment: A Panel Co-Integration and Common Factor Analysis," IMF Working Papers 05/164, International Monetary Fund. [Downloadable!]
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