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illustrated. -- Bayesian panel regression ; parametric covariance ; model selection … various Markov chain Monte Carlo techniques, are developed and direct sampling, with and without effect selection, is …
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In this paper we present a unit root test against a nonlinear dynamic heterogenous panel with each cross section …
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In this paper we derive a unit root test against a Panel Logistic Smooth Transition Autoregressive (PLSTAR). The …, finite sample properties of the test are examined. We highlight scenarios under which the traditional panel unit root tests … by Harris and Tzavalis have inferior or reasonable power compared to our test. -- Dynamic nonlinear panel ; Smooth …
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