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Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence

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dc.creatorOtero Cardona, Jesús Gilberto
dc.creatorSmith, Jeremyspa
dc.creatorGiulietti, Monicaspa
dc.date.accessioned2020-05-26T00:06:30Z
dc.date.available2020-05-26T00:06:30Z
dc.date.created2007spa
dc.description.abstractThis paper presents two alternative methods for modifying the HEGY-IPS test in the presence of cross-sectional dependency. In general, the bootstrap method (BHEGY-IPS) has greater power than the method suggested by Pesaran [Pesaran, M.H. (2007). A simple panel unit root test in the presence of cross section dependence. Journal of Applied Econometrics, forthcoming.] (CHEGY-IPS), although for large T and high degree of cross-sectional dependency the CHEGY-IPS test dominates the BHEGY-IPS test. © 2007 Elsevier B.V. All rights reserved.eng
dc.format.mimetypeapplication/pdf
dc.identifier.doihttps://doi.org/10.1016/j.econlet.2007.03.002
dc.identifier.issn1651765
dc.identifier.urihttps://repository.urosario.edu.co/handle/10336/23900
dc.language.isoengspa
dc.relation.citationEndPage184
dc.relation.citationIssueNo. 2
dc.relation.citationStartPage179
dc.relation.citationTitleEconomics Letters
dc.relation.citationVolumeVol. 97
dc.relation.ispartofEconomics Letters, ISSN:1651765, Vol.97, No.2 (2007); pp. 179-184spa
dc.relation.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-34548495788&doi=10.1016%2fj.econlet.2007.03.002&partnerID=40&md5=acc7ddcbca29e4be57cf2212d8750719spa
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.keywordCross-sectional dependencespa
dc.subject.keywordHeterogeneous dynamic panelsspa
dc.subject.keywordMonte Carlospa
dc.subject.keywordSeasonal unit rootsspa
dc.titleTesting for seasonal unit roots in heterogeneous panels in the presence of cross section dependencespa
dc.typearticleeng
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersion
dc.type.spaArtículospa
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