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HADRI: RATS procedure to implement Hadri test for unit roots in panel data

Author

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  • Tom Doan

    (Estima)

Programming Language

RATS

Abstract

Implements 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.

Suggested Citation

  • Tom Doan, "undated". "HADRI: RATS procedure to implement Hadri test for unit roots in panel data," Statistical Software Components RTS00084, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rts00084
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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    File URL: https://www.estima.com/procs_perl/hadri.src
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    Keywords

    Unit root tests for panel data; RATS;

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