Nonstationary-volatility robust panel unit root tests and the great moderation

DOI10.1007/s10182-014-0235-3zbMath1443.62456OpenAlexW2165986080MaRDI QIDQ1621963

Christoph Hanck, Robert L. Czudaj

Publication date: 12 November 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-014-0235-3

zbMATH Keywords

panel unit root testcross-sectional dependencenonstationary volatilityGDP stationarityinflation stationarity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Statistical methods; economic indices and measures (91B82)

Related Items

Nonparametric panel stationarity testing with an application to crude oil production

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