Testing for stationarity in heterogeneous panel data in the presence of cross-section dependence

Journal of Statistical Computation and Simulation

Volumn 79, Issue 2, 2009, Pages 195-203

  Giulietti, Monica ^a   Otero, Jesús ^b   Smith, Jeremy ^c  

^a ASTON UNIVERSITY   (United Kingdom)

^b UNIVERSIDAD DEL ROSARIO   (Colombia)

^c UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Bootstrap; Cross section dependence; Heterogeneous dynamic panels; Monte Carlo; Unit root tests

Indexed keywords

EID: 57349147666     PISSN: 00949655     EISSN: 15635163     Source Type: Journal    
DOI: 10.1080/00949650701719136     Document Type: Article

References (7)

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