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Unit root tests for panel data against plural alternatives with application to regional consumer price index of the Russian Federation


Skrobotov A.A.
(about the author)

Skrobotov Anton Andreevich – (The Russian Presidential Academy of National Economy and Public Administration)

Published in:
Russian Journal of Entrepreneurship
– Volume 18, Number 2 (January 2017)



Keywords: dynamic features of time series, panel data, plural alternative, Russian consumer price index, Russian time series, spatial correlation, unit root testing


Citation:
Skrobotov A.A. (2017). Unit root tests for panel data against plural alternatives with application to regional consumer price index of the Russian Federation. Russian Journal of Entrepreneurship, 18(2), 175-184. doi: 10.18334/rp.18.2.37274


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Abstract:

This paper investigates the tests of hypothesis testing of unit root occurrence in panel data against plural alternative. We review the possible problems related to the spatial correlation.We test the hypothesis of unit root occurrence in regional consumer price index of the Russian Federation.







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