London calling : nonlinear mean reversion across national stock markets

Hyeongwoo Kim and Jintae Kim

Year of publication:	May 2017
Authors:	Kim, Hyeongwoo ; Kim, Jintae
Publisher:	[Auburn, AL] : Auburn University, Department of Economics
Subject:	Unit Root Test \| Exponential Smooth Transition Autoregressive (ESTAR)Unit Root Test \| Nonlinear Panel unit root test \| Panel Analysis of Nonstationarity inIdiosyncratic 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

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