HADRI: RATS procedure to implement Hadri test for unit roots in panel data
AbstractImplements Hadri tests for unit roots in panel data. This has stationarity as the null, and rejects if the detrended or de-meaned data are too persistent. Hadri(2000), "Testing for stationarity in heterogeneous panel data", The Econometrics Journal, vol 3, no 2, 148-161.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number RTS00084.
Programming language: RATS
Requires: RATS 7.30
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
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Other versions of this item:
- Kaddour Hadri, 2000. "Testing for stationarity in heterogeneous panel data," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 148-161.
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