Nonlinear IV unit root tests in panels with cross-sectional dependency

Author:

Chang Yoosoon

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference24 articles.

1. Panel data unit roots and cointegration;Banerjee;Oxford Bulletin of Economics & Statistics,1999

2. Brockwell, P.J., Davis, R.A., 1991. Time series: Theory and Methods. Springer-Verlag, New York.

3. Chang, Y., 2000. Bootstrap unit root tests in panels with cross-sectional dependency. Mimeographed. Rice University.

4. Chang, Y., Park, J.Y., 1999. Nonstationary index models. Mimeographed. Department of Economics, Rice University.

5. Nonlinear econometric models with cointegrated and deterministically trending regressors;Chang;Econometrics Journal,2001

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