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Nonlinear error correction based cointegration test in panel data

2017

Omay, Tolga | Emirmahmutoglu, Furkan | Denaux, Zulal S.

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Bibliographic information
Economics letters
Volume 157 Issue 2 ISSN 0165-1765
Publisher
Elsevier B.V.
Pagination
1-4
Other Subjects
Sieve bootstrap; Cross section dependency; C2; C12; C15; Modified wald test; Nonlinear error correction model; C4
Language
English

2019-07-15
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