Some cautions on the use of nonlinear panel unit root tests : evidence from a modified series-specific non-linear panel unit-root test
Year of publication: |
2012
|
---|---|
Authors: | Lau, Chi Keung ; Suvankulov, Farrukh ; Su, Yongyang ; Chau, Frankie |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 3, p. 810-816
|
Subject: | Monte Carlo Simulation | Panel non-linear panel unit root test | Real exchange rate | ASEAN countries | Einheitswurzeltest | Unit root test | Panel | Panel study | Kaufkraftparität | Purchasing power parity | Monte-Carlo-Simulation | Monte Carlo simulation | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Kointegration | Cointegration |
-
Digging out the PPP hypothesis : an integrated empirical coverage
Carvalho, Miguel de, (2012)
-
Evidence on PPP from a cointegration test with multiple structural breaks
Narayan, Paresh Kumar, (2009)
-
Culver, Sarah E., (1999)
- More ...
-
Lau, Chi Keung Marco, (2012)
-
Lau, Chi Keung Marco, (2012)
-
Hedging China's energy oil market risks
Lau, Chi Keung, (2014)
- More ...