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Volumn 104, Issue 1, 2009, Pages 5-8

Testing for unit root in nonlinear heterogeneous panels

Author keywords

Nonlinear; Panel unit root; Sieve bootstrap

Indexed keywords


EID: 67349266014     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2009.03.018     Document Type: Article
Times cited : (159)

References (7)
  • 3
    • 0013498103 scopus 로고    scopus 로고
    • Testing for unit roots in heterogeneous panels
    • Im K.S., Pesaran H., and Shin Y. Testing for unit roots in heterogeneous panels. Journal of Econometrics 115 (2003) 53-74
    • (2003) Journal of Econometrics , vol.115 , pp. 53-74
    • Im, K.S.1    Pesaran, H.2    Shin, Y.3
  • 4
    • 0346724400 scopus 로고    scopus 로고
    • Testing for a unit root in the nonlinear STAR framework
    • Kapetanios G., Shin Y., and Snell A. Testing for a unit root in the nonlinear STAR framework. Journal of Econometrics 112 (2003) 359-379
    • (2003) Journal of Econometrics , vol.112 , pp. 359-379
    • Kapetanios, G.1    Shin, Y.2    Snell, A.3
  • 5
    • 0000017295 scopus 로고    scopus 로고
    • Transactions costs and nonlinear adjustment in real exchange rates: an empirical investigation
    • Michael P., Nobey R.A., and Peel D.A. Transactions costs and nonlinear adjustment in real exchange rates: an empirical investigation. Journal of Political Economy 105 (1997) 862-879
    • (1997) Journal of Political Economy , vol.105 , pp. 862-879
    • Michael, P.1    Nobey, R.A.2    Peel, D.A.3
  • 6
    • 34248177429 scopus 로고    scopus 로고
    • A simple panel unit root test in the presence of cross-section dependence
    • Pesaran M.H. A simple panel unit root test in the presence of cross-section dependence. Journal of Applied Econometrics 22 (2007) 265-312
    • (2007) Journal of Applied Econometrics , vol.22 , pp. 265-312
    • Pesaran, M.H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.