HADRI: RATS procedure to implement Hadri test for unit roots in panel data

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Implements Hadri tests for unit roots in panel data. This has stationarity as the null, and rejects if the detrended or de-meaned data are too persistent. Hadri(2000), "Testing for stationarity in heterogeneous panel data", The Econometrics Journal, vol 3, no 2, 148-161.

Language: RATS
Requires: RATS 7.30
Keywords: Unit; root; tests; for; panel; data (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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Downloads: (external link)
https://www.estima.com/procs_perl/hadri.src (text/plain)

Related works:
Journal Article: Testing for stationarity in heterogeneous panel data (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rts00084

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