A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates
Year of publication: |
2010
|
---|---|
Authors: | de Peretti, Christian ; Siani, Carole ; Cerrato, Mario |
Institutions: | Scottish Institute for Research in Economics (SIRE) |
Subject: | Artificial neural network | panel unit root test | bootstrap | Monte Carlo experiments | exchange rates |
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