Testing for Unit Root in Nonlinear Heterogeneous Panels
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Date
2009
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Elsevier Science Sa
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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.
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Keywords
Nonlinear, Panel Unit Root, Sieve Bootstrap
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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
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Q3
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151
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104
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1
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5
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8
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CrossRef : 72
Scopus : 160
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12.82732641
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