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Testing for stationarity in heterogeneous panel data in the presence of cross-section dependence

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dc.creatorGiulietti, Monicaspa
dc.creatorOtero Cardona, Jesús Gilberto
dc.creatorSmith, Jeremyspa
dc.date.accessioned2020-05-25T23:56:33Z
dc.date.available2020-05-25T23:56:33Z
dc.date.created2009spa
dc.description.abstractThe panel variant of the KPSS tests developed by Hadri [Hadri, K., 2000, Testing for stationarity in heterogeneous panels. Econometrics Journal, 3, 148-161] for the null of stationarity suffers from size distortions in the presence of cross-section dependence. However, applying the bootstrap methodology, we find that these tests are approximately correctly sized.eng
dc.format.mimetypeapplication/pdf
dc.identifier.doihttps://doi.org/10.1080/00949650701719136
dc.identifier.issn949655
dc.identifier.urihttps://repository.urosario.edu.co/handle/10336/22460
dc.language.isoengspa
dc.relation.citationEndPage203
dc.relation.citationIssueNo. 2
dc.relation.citationStartPage195
dc.relation.citationTitleJournal of Statistical Computation and Simulation
dc.relation.citationVolumeVol. 79
dc.relation.ispartofJournal of Statistical Computation and Simulation, ISSN:949655, Vol.79, No.2 (2009); pp. 195-203spa
dc.relation.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-57349147666&doi=10.1080%2f00949650701719136&partnerID=40&md5=2e9b675338d00c1c2272013388893537spa
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.keywordBootstrapspa
dc.subject.keywordCross-section dependencespa
dc.subject.keywordHeterogeneous dynamic panelsspa
dc.subject.keywordMonte Carlospa
dc.subject.keywordUnit root testsspa
dc.titleTesting for stationarity in heterogeneous panel data in the presence of cross-section dependencespa
dc.typearticleeng
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersion
dc.type.spaArtículospa
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