Testing for nonlinear panel unit roots under cross-sectional dependency — With an application to the PPP hypothesis

Author:

Månsson Kristofer,Sjölander Pär

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference38 articles.

1. Purchasing Power Parity based on Effective Exchange Rate and Cointegration: 25 LDCs’ Experience with its Absolute Formulation;Bahmani-Oskooee;World Development,1993

2. Do real exchange rates follow a non-linear mean reverting process in developing countries?;Bahmani-Oskooee;South. Econ. J.,2008

3. Testing for purchasing power parity: econometric issues and an application to developing countries;Boyd;Manch. Sch.,1999

4. The local power of some unit root tests for panel data. Advances in Econometrics, Volume 15: Nonstationary Panels, Panel Cointegration, and Dynamic Panels, ed. B. H. Baltagi, 161–178;Breitung,2000

5. Heterogeneous beliefs and routes to chaos in a simple asset pricing model;Brock;J. Econ. Dyn. Control.,1998

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