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Månsson, Kristofer
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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
),
pp. 121-132
Persistent link: https://www.econbiz.de/10010418139
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Investigation of the nonlinear behaviour in real exchange rates in developing regions
Karlsson, Hyunjoo Kim
;
Månsson, Kristofer
;
Sjölander, Pär
- In:
Applied economics letters
25
(
2018
)
5
,
pp. 335-339
Persistent link: https://www.econbiz.de/10011854514
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3
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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