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A panel stationarity test with gradual structural shifts: Re-investigate the international commodity price shocks

  • Published:2017-02 Issue: Volume:61 Page:181-192
  • ISSN:0264-9993
  • Container-title:Economic Modelling
  • language:en
  • Short-container-title:Economic Modelling

Author:

Nazlioglu Saban,Karul Cagin

Funder

Pamukkale University Scientific Research Projects Unit

Faculty of Economics and Administrative Sciences

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference68 articles.

1. OLS bias in nonstationary autoregression;Abadir;Econ. Theory,1993

2. Is more information a good thing? Bias nonmonotonicity in stochastic difference equations;Abadir;Bull. Econ. Res.,2006

3. Financialization in commodity markets: a passing trend or the new normal?;Adams;J. Bank. Financ.,2015

4. Heteroskedasticity and autocorrelation consistent covariance matrix estimation;Andrews;Econometrica,1991

5. An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator;Andrews;Econometrica,1992
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