Testing for unit root in nonlinear heterogeneous panels

DOI10.1016/J.ECONLET.2009.03.018zbMath1181.62148OpenAlexW1977112815MaRDI QIDQ1046193

Tolga Omay, Nuri Ucar

Publication date: 21 December 2009

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2009.03.018

zbMATH Keywords

nonlinearpanel unit rootsieve bootstrap

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; economic indices and measures (91B82)

Related Items (4)

The role of housing market in the effectiveness of monetary policy over the Covid-19 era ⋮ Exchange rate misalignment and economic growth: evidence from nonlinear panel cointegration and Granger causality tests ⋮ Nonlinear error correction based cointegration test in panel data ⋮ PPP in OECD countries: an analysis of real exchange rate stationarity, cross-sectional dependency and structural breaks

Uses Software

• ESTAR

Cites Work

• Testing for unit roots in heterogeneous panels.
• Testing for a unit root in the nonlinear STAR framework
• Bootstrapping unstable first-order autoregressive processes
• Threshold Cointegration

This page was built for publication: Testing for unit root in nonlinear heterogeneous panels