PL EN


2009 | 56 | 1 | 56-73
Article title

PANEL UNIT ROOT TESTS - POTENTIAL AND LIMITATIONS (Panelowe testy stacjonarnosci - mozliwosci i ograniczenia)

Title variants
Languages of publication
PL
Abstracts
EN
The paper aims at presenting panel unit root tests and pointing out the main similarities and differences among them. Shortfalls and potentials of PURT are discussed in a paper. Theoretical side is illustrated with the recent applications of PURT for evaluation and interpretation of economic hypothesis i.e. PPP and Feldstein-Horioka dilemma. Five PURT are considered, namely Levin, Lin (LL, 1992, 1993), Im, Pesaran and Shin (IPS, 1997), Harris and Tzavalis (HT,1999), Maddala and Wu (MW, 1999) and Hadri (H, 2000).
Year
Volume
56
Issue
1
Pages
56-73
Physical description
Document type
ARTICLE
Contributors
  • Krystyna Strzala, Uniwersytet Gdanski, Katedra Ekonometrii, ul. Armii Krajowej 101, 81-824 Sopot, Poland
References
Document Type
Publication order reference
Identifiers
CEJSH db identifier
09PLAAAA070117
YADDA identifier
bwmeta1.element.cd39665a-6160-353c-ba1f-1affbd279402
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