Nonstationary-volatility robust panel unit root tests and the great moderation
DOI10.1007/S10182-014-0235-3zbMATH Open1443.62456OpenAlexW2165986080MaRDI QIDQ1621963FDOQ1621963
Authors: 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
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cross-sectional dependencepanel unit root testnonstationary volatilityGDP stationarityinflation stationarity
Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
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