Panel Unit Root Test with Nonlinear Mean Reversion and Smooth Breaks
Year of publication: |
2011-03-23
|
---|---|
Authors: | Lau, Chi Keung Marco ; Chau, Frankie ; Deesomsak, Rataporn |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | ASEAN countries | PPP | Panel ESTAR | Nonlinear adjustment | Contemporaneous dependence |
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