Testing for nonlinear panel unit roots under cross-sectional dependency — With an application to the PPP hypothesis-Reference-Cited by-同舟云学术

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

Published:2014-02 Issue: Volume:38 Page:121-132
ISSN:0264-9993
Container-title:Economic Modelling
language:en
Short-container-title:Economic Modelling

Author:

Månsson Kristofer,Sjölander Pär

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference38 articles.

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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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