Uçar, NuriUcar, NuriOmay, TolgaOmay, TolgaBankacılık ve FinansÇankaya Meslek Yüksekokulu2016-05-032016-05-032009Uçar, 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.2009.03.0180165-1765https://doi.org/10.1016/j.econlet.2009.03.018We 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.eninfo:eu-repo/semantics/closedAccessNonlinearPanel Unit RootSieve BootstrapArticle10415810.1016/j.econlet.2009.03.0182-s2.0-67349266014WOS:000267690300002Q3Q2