Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence

The cross-sectionally augmented IPS (CIPS) test of Pesaran (2007) is extended for a three-dimensional (3D) panel. This 3D-CIPS test is correctly sized. However, a bootstrapped IPS test has better power performance than the 3D-CIPS, except for high levels of cross-sectional dependency. © 2008 Elsevie...

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Tipo de recurso:
Fecha de publicación:
2008
Institución:
Universidad del Rosario
Repositorio:
Repositorio EdocUR - U. Rosario
Idioma:
eng
OAI Identifier:
oai:repository.urosario.edu.co:10336/23895
Acceso en línea:
https://doi.org/10.1016/j.econlet.2008.08.001
https://repository.urosario.edu.co/handle/10336/23895
Palabra clave:
Cross-sectional dependence
Heterogeneous dynamic panels
Unit roots
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dc.title.spa.fl_str_mv Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
title Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
spellingShingle Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
Cross-sectional dependence
Heterogeneous dynamic panels
Unit roots
title_short Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
title_full Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
title_fullStr Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
title_full_unstemmed Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
title_sort Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
dc.subject.keyword.spa.fl_str_mv Cross-sectional dependence
Heterogeneous dynamic panels
Unit roots
topic Cross-sectional dependence
Heterogeneous dynamic panels
Unit roots
description The cross-sectionally augmented IPS (CIPS) test of Pesaran (2007) is extended for a three-dimensional (3D) panel. This 3D-CIPS test is correctly sized. However, a bootstrapped IPS test has better power performance than the 3D-CIPS, except for high levels of cross-sectional dependency. © 2008 Elsevier B.V. All rights reserved.
publishDate 2008
dc.date.created.spa.fl_str_mv 2008
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dc.date.available.none.fl_str_mv 2020-05-26T00:06:28Z
dc.type.eng.fl_str_mv article
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dc.identifier.doi.none.fl_str_mv https://doi.org/10.1016/j.econlet.2008.08.001
dc.identifier.issn.none.fl_str_mv 1651765
dc.identifier.uri.none.fl_str_mv https://repository.urosario.edu.co/handle/10336/23895
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https://repository.urosario.edu.co/handle/10336/23895
identifier_str_mv 1651765
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dc.relation.citationEndPage.none.fl_str_mv 192
dc.relation.citationIssue.none.fl_str_mv No. 3
dc.relation.citationStartPage.none.fl_str_mv 188
dc.relation.citationTitle.none.fl_str_mv Economics Letters
dc.relation.citationVolume.none.fl_str_mv Vol. 101
dc.relation.ispartof.spa.fl_str_mv Economics Letters, ISSN:1651765, Vol.101, No.3 (2008); pp. 188-192
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