Some cautions on the use of nonlinear panel unit root tests : evidence from a modified series-specific non-linear panel unit-root test
Chi Keung Marco Lau; Farrukh Suvankulov; Yongyang Su; Frankie Chau
| Year of publication: |
2012
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|---|---|
| Authors: | Lau, Chi Keung ; Suvankulov, Farrukh ; Su, Yongyang ; Chau, Frankie |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 3, p. 810-816
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| Subject: | Monte Carlo Simulation | Panel non-linear panel unit root test | Real exchange rate | ASEAN countries | Einheitswurzeltest | Unit root test | Kaufkraftparität | Purchasing power parity | Panel | Panel study | Monte-Carlo-Simulation | Monte Carlo simulation | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | ASEAN-Staaten | Kointegration | Cointegration | Theorie | Theory | Wechselkurs | Exchange rate |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009545513