Testing for Stationarity in Heterogeneous Panel Data in: The Presence of Cross Section Dependence


  • Economic Research Papers


  • The panel variant of the KPSS tests developed by Hadri (2000) for the null of stationarity su§ers from size distortions in the presence of cross section dependence. However, applying the bootstrap methodology we find that these tests are approximately correctly sized.

fecha de publicación

  • 2006-09

Líneas de investigación

  • Agricultural and Food Policy
  • Research Methods
  • Statistical Methods


  • 269651