Performance of nonlinear instrumental variable unit root tests using recursive detrending methods
type: Item
instance of: scholarly article
title: Performance of nonlinear instrumental variable unit root tests using recursive detrending methods
zbMATH Open document ID: 1255.62264
author: Hyejin Lee
author: Ming Meng
author: Junsoo Lee
published in: Economics Letters
publication date: 2012-12-27T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 6118383
zbMATH Keywords: nuisance parameter
zbMATH Keywords: NIV
MaRDI profile type: Publication
full work available at URL: j.econlet.2012.05.006
OpenAlex ID: W2094041444
cites work: Nonlinear IV unit root tests in panels with cross-sectional dependency.
cites work: Efficient Tests for an Autoregressive Unit Root
cites work: Nonlinear instrumental variable estimation of an autoregression.
cites work: Properties of recursive trend-adjusted unit root tests
cites work: Recursive mean adjustment for unit root tests
cites work: Recursive mean adjustment in time-series inferences
cites work: A generalized nonlinear IV unit root test for panel data with cross-sectional dependence
DOI: 10.1016/J.ECONLET.2012.05.006
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description: scientific article; zbMATH DE number 6118383