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Testing for nonlinear panel unit roots under cross-sectional dependency : with an application to the PPP hypothesis
Månsson, Kristofer; Sjölander, Pär - In: Economic modelling 38 (2014), pp. 121-132
Persistent link: https://www.econbiz.de/10010418139
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Testing for nonlinear panel unit roots under cross-sectional dependency — With an application to the PPP hypothesis
Månsson, Kristofer; Sjölander, Pär - In: Economic Modelling 38 (2014) C, pp. 121-132
series in the system of equations follow a stationary exponential smooth transition autoregressive (ESTAR) process. In …
Persistent link: https://www.econbiz.de/10011048825