Testing for nonlinear panel unit roots under cross-sectional dependency — With an application to the PPP hypothesis
Year of publication: |
2014
|
---|---|
Authors: | Månsson, Kristofer ; Sjölander, Pär |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 38.2014, C, p. 121-132
|
Publisher: |
Elsevier |
Subject: | Panel data | Unit roots | Nonlinearity | ESTAR |
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