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  • Search: subject:"Non-linear panel unit root tests"
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Non-linear panel unit root tests 1 Purchasing Power Parity 1 cross sectional dependence 1
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Free 1
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Undetermined 1
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Cerrato, Mario 1 Peretti, Christian De 1 Sarantis, Nick 1
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Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne 1
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A nonlinear panel unit root test under cross section dependence
Cerrato, Mario; Peretti, Christian De; Sarantis, Nick - Centre d'Études des Politiques Économiques (EPEE), … - 2007
We propose a nonlinear heterogeneous unit root test for testing the null hypothesis of unitroots processes against the alternative that allows a proportion of units to be generated by globally stationary ESTAR processes and a remaining non-zero proportion to be generated by unit root processes....
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