Testing for nonlinear panel unit roots under cross-sectional dependency : with an application to the PPP hypothesis
Year of publication: |
2014
|
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Authors: | Månsson, Kristofer ; Sjölander, Pär |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 38.2014, p. 121-132
|
Subject: | Panel data | Unit roots | Nonlinearity | ESTAR | Panel | Panel study | Einheitswurzeltest | Unit root test | Kaufkraftparität | Purchasing power parity | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
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