Testing for Unit Roots in Heterogeneous Panels
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Bibliographic InfoPaper provided by Faculty of Economics, University of Cambridge in its series Cambridge Working Papers in Economics with number 9526.
Length: 33 pages
Date of creation: 1995
Date of revision:
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Web page: http://www.econ.cam.ac.uk/index.htm
UNIT ROOTS; ECONOMETRICS; TESTS;
Other versions of this item:
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- Danny Quah, 1993.
"Exploiting Cross Section Variation for Unit Root Inference in Dynamic Data,"
FMG Discussion Papers, Financial Markets Group
dp171, Financial Markets Group.
- Quah, Danny, 1994. "Exploiting cross-section variation for unit root inference in dynamic data," Economics Letters, Elsevier, Elsevier, vol. 44(1-2), pages 9-19.
- Quah, D., 1993. "Exploiting Cross Section Variation for Unit Root Inference in Dynamic Data," Papers, Stockholm - International Economic Studies 549, Stockholm - International Economic Studies.
- Pesaran, M.H. & Smith, R., 1992.
"Estimating Long-Run Relationships From Dynamic Heterogeneous Panels,"
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
9215, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Smith, Ron, 1995. "Estimating long-run relationships from dynamic heterogeneous panels," Journal of Econometrics, Elsevier, Elsevier, vol. 68(1), pages 79-113, July.
- Nabeya, Seiji, 1999. "Asymptotic Moments Of Some Unit Root Test Statistics In The Null Case," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 15(01), pages 139-149, February.
- Magnus, J.R., 1990. "On certain moments relating to ratios of quadratic forms in normal variables: Further results," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153229, Tilburg University.
- Badi H. Baltagi & Chihwa Kao, 2000. "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University 16, Center for Policy Research, Maxwell School, Syracuse University.
- David Bowman, 1999. "Efficient tests for autoregressive unit roots in panel data," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 646, Board of Governors of the Federal Reserve System (U.S.).
- Kaddour Hadri, 2000.
"Testing for stationarity in heterogeneous panel data,"
Econometrics Journal, Royal Economic Society,
Royal Economic Society, vol. 3(2), pages 148-161.
- Kaddour Hadri, 1999. "Testing For Stationarity In Heterogeneous Panel Data," Research Papers, University of Liverpool Management School 1999_04, University of Liverpool Management School.
- Tom Doan, . "HADRI: RATS procedure to implement Hadri test for unit roots in panel data," Statistical Software Components RTS00084, Boston College Department of Economics.
- Maddala, G S & Wu, Shaowen, 1999. " A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 631-52, Special I.
- Choi, In, 2001. "Unit root tests for panel data," Journal of International Money and Finance, Elsevier, Elsevier, vol. 20(2), pages 249-272, April.
This item has more than 25 citations. To prevent cluttering this page, these citations are listed on a separate page. reading lists or Wikipedia pages:
- Mohammad Hashem Pesaran in Wikipedia German ne '')
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