Testing for seasonal unit roots in heterogeneous panels

This 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 simpl...

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Autores:
Tipo de recurso:
Fecha de publicación:
2005
Institución:
Universidad del Rosario
Repositorio:
Repositorio EdocUR - U. Rosario
Idioma:
eng
OAI Identifier:
oai:repository.urosario.edu.co:10336/23899
Acceso en línea:
https://doi.org/10.1016/j.econlet.2004.06.018
https://repository.urosario.edu.co/handle/10336/23899
Palabra clave:
Heterogeneous dynamic panels
Seasonal unit roots
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