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Testing for seasonal unit roots in heterogeneous panels

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dc.creatorOtero Cardona, Jesús Gilbertospa
dc.creatorSmith J.spa
dc.creatorGiulietti M.spa
dc.date.accessioned2020-05-26T00:06:30Z
dc.date.available2020-05-26T00:06:30Z
dc.date.created2005spa
dc.description.abstractThis paper uses the approach of Im, Pesaran and Shin [Im, K.S., Pesaran, M.H., Shin, Y., 2003. Testing for unit roots in heterogeneous panels. Journal of Economics 115, 53-74.] to propose seasonal unit root tests for dynamic heterogeneous panels. The standardised t-bar and F-bar statistics are simply averages of the HEGY tests across groups. These statistics converge to standard normal variates. © 2004 Elsevier B.V. All rights reserved.eng
dc.format.mimetypeapplication/pdf
dc.identifier.doihttps://doi.org/10.1016/j.econlet.2004.06.018
dc.identifier.issn1651765
dc.identifier.urihttps://repository.urosario.edu.co/handle/10336/23899
dc.language.isoengspa
dc.relation.citationEndPage235
dc.relation.citationIssueNo. 2
dc.relation.citationStartPage229
dc.relation.citationTitleEconomics Letters
dc.relation.citationVolumeVol. 86
dc.relation.ispartofEconomics Letters, ISSN:1651765, Vol.86, No.2 (2005); pp. 229-235spa
dc.relation.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-12144264252&doi=10.1016%2fj.econlet.2004.06.018&partnerID=40&md5=e48f16979febd75b109f42028338809dspa
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.rights.accesoAbierto (Texto Completo)spa
dc.source.instnameinstname:Universidad del Rosariospa
dc.source.reponamereponame:Repositorio Institucional EdocURspa
dc.subject.keywordHeterogeneous dynamic panelsspa
dc.subject.keywordSeasonal unit rootsspa
dc.titleTesting for seasonal unit roots in heterogeneous panelsspa
dc.typearticleeng
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersion
dc.type.spaArtículospa
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