Nonstationary-volatility robust panel unit root tests and the great moderation
type: Item
instance of: scholarly article
title: Nonstationary-volatility robust panel unit root tests and the great moderation
zbMATH Open document ID: 1443.62456
author: Christoph Hanck
author: Robert L. Czudaj
published in: AStA. Advances in Statistical Analysis
publication date: 2018-11-12T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 6976289
zbMATH Keywords: panel unit root test
zbMATH Keywords: nonstationary volatility
zbMATH Keywords: cross-sectional dependence
zbMATH Keywords: GDP stationarity
zbMATH Keywords: inflation stationarity
MaRDI profile type: Publication
full work available at URL: s10182-014-0235-3
OpenAlex ID: W2165986080
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DOI: 10.1007/S10182-014-0235-3
description: scientific article; zbMATH DE number 6976289