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Browsing Bankacılık ve Sigortacılık Bölümü by Subject "Panel Unit Root"

Browsing Bankacılık ve Sigortacılık Bölümü by Subject "Panel Unit Root"

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  • Testing for unit root in nonlinear heterogeneous panels 
    Uçar, Nuri; Omay, Tolga (Elsevier Science S A, 2009-07)
    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 ...