Ucar, NuriOmay, Tolga08.02. Çankaya Meslek Yüksekokulu08. Meslek Yüksekokulları01. Çankaya Üniversitesi03.01. Bankacılık ve Finans03. İktisadi ve İdari Birimler Fakültesi2016-05-032025-09-182016-05-032025-09-182009Uçar, 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.2009.03.018https://hdl.handle.net/123456789/11583We 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 BootstrapTesting for Unit Root in Nonlinear Heterogeneous PanelsTesting for unit root in nonlinear heterogeneous panelsArticle10.1016/j.econlet.2009.03.0182-s2.0-67349266014