Nonlinear error correction based cointegration test in panel data
Tolga Omay, Furkan Emirmahmutoglu, Zulal S. Denaux
| Year of publication: |
August 2017
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|---|---|
| Authors: | Omay, Tolga ; Emirmahmutoglu, Furkan ; Denaux, Zulal S. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 157.2017, p. 1-4
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| Subject: | Nonlinear error correction model | Sieve bootstrap | Modified Wald test | Cross section dependency | Kointegration | Cointegration | Panel | Panel study | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2017.05.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011847276