A panel stationarity test with gradual structural shifts : re-investigate the international commodity price shocks
Year of publication: |
February 2017
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Authors: | Nazlıoğlu, Şaban ; Karul, Cagin |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 61.2017, p. 181-192
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Subject: | Gradual shifts | Fourier approximation | Stationarity test | Panel data | Commodity prices | Panel | Panel study | Rohstoffpreis | Commodity price | Statistischer Test | Statistical test | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Einheitswurzeltest | Unit root test | Welt | World | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Corrigendum enthalten in: Band 65.2017, Seite 147 |
Other identifiers: | 10.1016/j.econmod.2016.12.003 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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