A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence

Kaddour Hadri, Eiji Kurozumi () and 英司 黒住

No 7, CCES Discussion Paper Series from Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University

Keywords: Panel data; stationarity; KPSS test; cross-sectional dependence; LM test; locally best test (search for similar items in EconPapers)
JEL-codes: C12 C33 (search for similar items in EconPapers)
Pages: 35 pages
Date: 2008-12
New Economics Papers: this item is included in nep-ecm and nep-ets
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (11)

Downloads: (external link)
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/16355/070ccesDP_007.pdf

Related works:
Working Paper: A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence (2009)
Working Paper: A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence (2008)
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