A panel stationarity test with gradual structural shifts: Re-investigate the international commodity price shocks
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DOI: 10.1016/j.econmod.2016.12.003
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More about this item
Keywords
C12; C23; Q02; Gradual shifts; Fourier approximation; Stationarity test; Panel data; Commodity prices;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
Statistics
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