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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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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spelling 79242814600f8be39ae-4d39-499b-a428-72be7e2a03b83da93679-e7a9-4992-9f38-b7f490669d3c2020-05-26T00:06:30Z2020-05-26T00:06:30Z2005This 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.application/pdfhttps://doi.org/10.1016/j.econlet.2004.06.0181651765https://repository.urosario.edu.co/handle/10336/23899eng235No. 2229Economics LettersVol. 86Economics Letters, ISSN:1651765, Vol.86, No.2 (2005); pp. 229-235https://www.scopus.com/inward/record.uri?eid=2-s2.0-12144264252&doi=10.1016%2fj.econlet.2004.06.018&partnerID=40&md5=e48f16979febd75b109f42028338809dAbierto (Texto Completo)http://purl.org/coar/access_right/c_abf2instname:Universidad del Rosarioreponame:Repositorio Institucional EdocURHeterogeneous dynamic panelsSeasonal unit rootsTesting for seasonal unit roots in heterogeneous panelsarticleArtículohttp://purl.org/coar/version/c_970fb48d4fbd8a85http://purl.org/coar/resource_type/c_6501Otero Cardona, Jesús GilbertoSmith J.Giulietti M.ORIGINAL10-1-1-197-8349.pdfapplication/pdf306855https://repository.urosario.edu.co/bitstreams/78ebe7d8-6081-44fc-b5b7-2f4bb040bbd0/downloada159903d1141ae622e402d6f52d4b708MD51TEXT10-1-1-197-8349.pdf.txt10-1-1-197-8349.pdf.txtExtracted texttext/plain28743https://repository.urosario.edu.co/bitstreams/a70215b6-3285-4839-9022-51670d34ff41/download5715824c683770b2a5c68a8c07b98b60MD52THUMBNAIL10-1-1-197-8349.pdf.jpg10-1-1-197-8349.pdf.jpgGenerated Thumbnailimage/jpeg3059https://repository.urosario.edu.co/bitstreams/415a3483-9be6-42ba-adad-e5f1bbfdd7a8/downloadd787b36bf094f630ba49e29bdb98aaf8MD5310336/23899oai:repository.urosario.edu.co:10336/238992022-05-02 07:37:16.883527https://repository.urosario.edu.coRepositorio institucional EdocURedocur@urosario.edu.co
dc.title.spa.fl_str_mv Testing for seasonal unit roots in heterogeneous panels
title Testing for seasonal unit roots in heterogeneous panels
spellingShingle Testing for seasonal unit roots in heterogeneous panels
Heterogeneous dynamic panels
Seasonal unit roots
title_short Testing for seasonal unit roots in heterogeneous panels
title_full Testing for seasonal unit roots in heterogeneous panels
title_fullStr Testing for seasonal unit roots in heterogeneous panels
title_full_unstemmed Testing for seasonal unit roots in heterogeneous panels
title_sort Testing for seasonal unit roots in heterogeneous panels
dc.subject.keyword.spa.fl_str_mv Heterogeneous dynamic panels
Seasonal unit roots
topic Heterogeneous dynamic panels
Seasonal unit roots
description 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 simply averages of the HEGY tests across groups. These statistics converge to standard normal variates. © 2004 Elsevier B.V. All rights reserved.
publishDate 2005
dc.date.created.spa.fl_str_mv 2005
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dc.identifier.issn.none.fl_str_mv 1651765
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dc.relation.citationTitle.none.fl_str_mv Economics Letters
dc.relation.citationVolume.none.fl_str_mv Vol. 86
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