Testing for nonlinear panel unit roots under cross-sectional dependency : with an application to the PPP hypothesis
Kristofer Månsson; Pär Sjölander
| Year of publication: |
2014
|
|---|---|
| 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 | Kaufkraftparität | Purchasing power parity | Einheitswurzeltest | Unit root test | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| 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/10010418139