Testing for Unit Root in Nonlinear Heterogeneous Panels
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Date
2009
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier Science Sa
Open Access Color
Green Open Access
No
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Publicly Funded
No
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Impulse
Top 10%
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Top 10%
Popularity
Top 1%
Abstract
We develop unit root tests for nonlinear heterogeneous panels where the alternative hypothesis is an exponential smooth transition (ESTAR) model, and provide their small sample properties. We apply our tests for investigating the income convergence hypothesis in the OECD sample. (C) 2009 Published by Elsevier B.V.
Description
Keywords
Nonlinear, Panel Unit Root, Sieve Bootstrap, Time series, auto-correlation, regression, etc. in statistics (GARCH), nonlinear, sieve bootstrap, Statistical methods; economic indices and measures, panel unit root, Applications of statistics to economics
Fields of Science
0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology
Citation
Uçar, N., Omay, T. (2009). Testing for unit root in nonlinear heterogeneous panels. Economics Letters, 104(1), 5-8. http://dx.doi.org/10.1016/j.econlet.2009.03.018
WoS Q
Q2
Scopus Q
Q2
OpenCitations Citation Count
155
Source
Economics Letters
Volume
104
Issue
1
Start Page
5
End Page
8
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Citations
CrossRef : 72
Scopus : 151
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Mendeley Readers : 30
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