Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation
Year of publication: |
2013
|
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Authors: | Hanck, Christoph ; Czudaj, Robert |
Publisher: |
Essen : Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) |
Subject: | panel unit root test | nonstationary volatility | cross-sectional dependence | GDP stationarity | inflation stationarity |
Series: | Ruhr Economic Papers ; 434 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-86788-490-7 |
Other identifiers: | 10.4419/86788490 [DOI] 756935113 [GVK] hdl:10419/79255 [Handle] RePEc:zbw:rwirep:434 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C23 - Models with Panel Data ; E31 - Price Level; Inflation; Deflation ; O40 - Economic Growth and Aggregate Productivity. General |
Source: |
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Nonstationary-volatility robust panel unit root tests and the great moderation : conference paper
Hanck, Christoph, (2013)
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Nonstationary-volatility robust panel unit root tests and the great moderation
Hanck, Christoph, (2013)
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Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation
Hanck, Christoph, (2013)
- More ...
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Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation
Czudaj, Robert, (2013)
-
Nonstationary-volatility robust panel unit root tests and the great moderation : conference paper
Hanck, Christoph, (2013)
-
Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation
Hanck, Christoph, (2013)
- More ...