London calling : nonlinear mean reversion across national stock markets
Hyeongwoo Kim and Jintae Kim
| Year of publication: |
2014
|
|---|---|
| Authors: | Kim, Hyeongwoo ; Kim, Jintae |
| Publisher: |
Auburn, Ala. : Auburn Univ., Dep. of Economics |
| Subject: | Unit Root Test | Exponential Smooth Transition Autoregressive (ESTAR) Unit Root Test | Nonlinear Panel unit root test | Panel Analysis of Nonstationarity in Idiosyncratic and Common Components (PANIC) | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Panel | Panel study | Theorie | Theory | Mean Reversion | Mean reversion | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation |