Disentangling the source of non-stationarity in a panel of seasonal data
Shih-Hsun Hsu
| Year of publication: |
2021
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|---|---|
| Authors: | Hsu, Shih-hsun |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 25.2021, 1, p. 1-19
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| Subject: | common factor | consumer price index | pooled test | purchasing power parity | seasonal non-stationarity | seasonal panels | seasonal unit roots | Saisonale Schwankungen | Seasonal variations | Kaufkraftparität | Purchasing power parity | Einheitswurzeltest | Unit root test | Panel | Panel study | Verbraucherpreisindex | Consumer price index | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Saisonkomponente | Seasonal component | Theorie | Theory |
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