Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries
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Citations
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Cited by:
- Georgios Loukopoulos & Dimitrios Antonopoulos, 2015. "Purchasing Power Parity: A Unit Root, Cointegration and VAR Analysis in Emerging and Advanced Countries," Business and Economic Research, Macrothink Institute, vol. 5(1), pages 262-279, June.
- Eduard Baumöhl & Štefan Lyócsa & Tomáš Výrost, 2011. "Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(6), pages 530-544, December.
- Vyrost, Tomas & Baumöhl, Eduard & Lyocsa, Stefan, 2013. "What Drives the Stock Market Integration in the CEE-3?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 61(1), pages 67-81.
- Zarembova, Andrea & Lyocsa, Stefan & Baumöhl, Eduard, 2012. "The Real Convergence of CEE Countries: A Study of Real GDP per capita," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 60(6), pages 642-656.
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More about this item
Keywords
Unit-root; Stationarity; Univariate tests; Panel tests; Simulation based unit root tests; Industrial production;All these keywords.
JEL classification:
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- E23 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Production
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2011-03-26 (Econometrics)
Statistics
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