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Are real GDP levels nonstationary? : Evidence from panel data tests
Rapach, David E. - In: Southern economic journal 68 (2002) 3, pp. 473-495
Persistent link: https://www.econbiz.de/10001647740
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Panel tests of stochastic convergence : TEP transmission within manufacturing industries
Funk, Mark F.; Strauss, Jack - In: Economics letters 78 (2003) 3, pp. 365-371
Persistent link: https://www.econbiz.de/10001741142
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Shortfalls of panel unit root testing
Strauss, Jack; Yigit, Taner M. - In: Economics letters 81 (2003) 3, pp. 309-313
Persistent link: https://www.econbiz.de/10001835441
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Panel unit-root tests of OECD stochastic convergence
Fleissig, Adrian R.; Strauss, Jack - In: Review of international economics 9 (2001) 1, pp. 153-162
Persistent link: https://www.econbiz.de/10001574187
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Panel unit root tests of purchasing power parity for price indices
Fleissig, Adrian R.; Strauss, Jack - In: Journal of international money and finance 19 (2000) 4, pp. 489-506
Persistent link: https://www.econbiz.de/10001496573
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Is there a permament component in US real GDP
Strauss, Jack - In: Economics letters 66 (2000) 2, pp. 137-142
Persistent link: https://www.econbiz.de/10001439691
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Is OECD real per capita GDP trend of difference stationary? : Evidence from panel unit root tests
Fleissig, Adrian R.; Strauss, Jack - In: Journal of macroeconomics 21 (1999) 4, pp. 673-690
Persistent link: https://www.econbiz.de/10001419112
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Are real interest rates really nonstaionary? : new evidence from tests with good size and power
Rapach, David E.; Weber, Christian E. - In: Journal of macroeconomics 26 (2004) 3, pp. 409-430
Persistent link: https://www.econbiz.de/10002342870