Testing for unit root in nonlinear heterogeneous panels
We develop unit root tests for nonlinear heterogeneous panels where the alternative hypothesis is an exponential smooth transition (ESTAR) model, and provide their small sample properties. We apply our tests for investigating the income convergence hypothesis in the OECD sample.
Year of publication: |
2009
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Authors: | Ucar, Nuri ; Omay, Tolga |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 104.2009, 1, p. 5-8
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Publisher: |
Elsevier |
Keywords: | Nonlinear Panel unit root Sieve bootstrap |
Saved in:
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