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- Hadri, Kaddour & Kurozumi, Eiji &
黒住 ,英司 , 2008. "A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence," CCES Discussion Paper Series 7, Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University. - Kaddour Hadri & Eiji Kurozumi, 2009. "A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence," Economics Working Papers 09-01, Queen's Management School, Queen's University Belfast.
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- Maria Christidou & Theodore Panagiotidis, 2010. "Purchasing Power Parity and the European Single Currency: Some New Evidence," Discussion Paper Series 2010_03, Department of Economics, University of Macedonia, revised Apr 2010.
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More about this item
Keywords
Panel data; stationarity; KPSS test; cross-sectional dependence; LM test; locally best test;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2008-12-14 (Econometrics)
- NEP-ETS-2008-12-14 (Econometric Time Series)
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