Is real GDP stationary? Evidence from a panel unit root test with cross-sectional dependence and historical data
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- Nektarios Aslanidis & Stilianos Fountas, 2012. "Is real GDP stationary? Evidence from a panel unit root test with cross-sectional dependence and historical data," Discussion Paper Series 2012_09, Department of Economics, University of Macedonia, revised Oct 2012.
- Aslanidis, Nektarios & Fountas, Stilianos, 2012. "Is real GDP stationary? Evidence from a panel unit root test with cross-sectional dependence and historical data," Working Papers 2072/181404, Universitat Rovira i Virgili, Department of Economics.
References listed on IDEAS
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More about this item
KeywordsReal GDP stationarity; Cross-sectional dependence; CIPS test; Sequential panel selection method; C23; E32;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
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