Testing for Stationarity in Heterogeneous Panel Data
By K. Hadri. 2000
2,898 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/16e289ae9935938eb45a7333111fcdca2686b28c
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In Economics and Econometrics
- Muhammad Shahbaz
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Citations in the corpus
- Breaking the panels: An application to the GDP per capita (2005, positive): “In this paper, we have extended the panel data stationarity test proposed in Hadri (2000) to allow for multiple breaks under the null hypothesis of stationarity.”
- Credit Growth in Central and Eastern Europe: New (Over)Shooting Stars? (2006, methodology): “Four panel unit root tests are applied: the Levin, Lin and Chu (2002), the Breitung (2000), the Hadri (2000) and the Im-Pesaran-Shin (2003) tests.”
- Fertility Determinants and Economic Uncertainty: An Assessment Using European Panel Data (2010, methodology): “test and the Hadri test. The Hadri (2000) Z-test and the Im et al.”
- The effects of globalization, energy consumption and economic growth on carbon dioxide emissions in South Asian countries (2021, methodology): “The panel Levin–Lin–Chu (LLC)(105) is the more common test compared with the other two tests developed by Breitung(106) and Hadri.(107) Identical or homogenous cross-sections are the assumption of this group.”
- The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (2006, methodology): “This finding is not inconsistent with the fact that empirical studies usually reject the null hypothesis of stationarity when using the tests of Hadri (2000) or Hadri and Larsson (2005). The paper is organized as follows: Section 2 describes the implemented panel unit root and stationarity tests.”
- Panel Unit Root Tests in the Presence of Cross-Sectional Dependence: Finite Sample Performance and an Application (2009, neutral): “Application of earlier tests in this …eld, such as those of Hadri (2000) , Choi (2001), Levin, Lin and Chu”