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

Скроботов А.А.1
1 Российская академия народного хозяйства и государственной службы при Президенте РФ

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Journal paper

Russian Journal of Entrepreneurship *
Volume 18, Number 2 (January 2017)
* Этот журнал не выпускается в Первом экономическом издательстве

Please, cite as:
Skrobotov A.A. Testirovanie edinichnyh korney v panelnyh dannyh protiv neodnorodnoy alternativy s prilozheniem k regionalnym indeksam potrebitelskikh tsen RF // Rossiyskoe predprinimatelstvo. – 2017. – Tom 18. – № 2. – S. 175-184. – doi: 10.18334/rp.18.2.37274.

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.

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

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