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~person:"Sjölander, Pär"
~isPartOf:"Economic Modelling"
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ESTAR
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Nonlinearity
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Panel data
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Unit roots
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Economic Modelling
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Testing for nonlinear panel unit roots under cross-sectional dependency — With an application to the PPP hypothesis
Månsson, Kristofer
;
Sjölander, Pär
- In:
Economic Modelling
38
(
2014
)
C
,
pp. 121-132
series in the system of equations follow a stationary exponential smooth transition autoregressive (
ESTAR
) process. In …
Persistent link: https://www.econbiz.de/10011048825
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