Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost

DOI10.1080/02664760903038398OpenAlexW2055847395MaRDI QIDQ5123624

Adina I. Tarcolea, Matei Demetrescu, Uwe Hassler

Publication date: 29 September 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760903038398

zbMATH Keywords

inflation dynamicscross-correlationpanel KPSS-type test

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Mean group tests for stationarity in heterogeneous panels
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• Unnamed Item

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