Testing for unit root in nonlinear heterogeneous panels

dc.contributor.author	Uçar, Nuri
dc.contributor.author	Omay, Tolga
dc.date.accessioned	2016-05-03T08:22:33Z
dc.date.available	2016-05-03T08:22:33Z
dc.date.issued	2009-07
dc.identifier.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	tr_TR
dc.identifier.issn	0165-1765
dc.identifier.uri	http://hdl.handle.net/20.500.12416/967
dc.description.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	tr_TR
dc.language.iso	eng	tr_TR
dc.publisher	Elsevier Science S A	tr_TR
dc.relation.isversionof	10.1016/j.econlet.2009.03.018	tr_TR
dc.rights	info:eu-repo/semantics/closedAccess
dc.subject	Nonlinear	tr_TR
dc.subject	Panel Unit Root	tr_TR
dc.subject	Sieve Bootstrap	tr_TR
dc.subject	JEL Classification	tr_TR
dc.subject	C12	tr_TR
dc.subject	C22	tr_TR
dc.subject	O47	tr_TR
dc.title	Testing for unit root in nonlinear heterogeneous panels	tr_TR
dc.type	article	tr_TR
dc.relation.journal	Economics Letters	tr_TR
dc.contributor.authorID	189073	tr_TR
dc.identifier.volume	104	tr_TR
dc.identifier.issue	1	tr_TR
dc.identifier.startpage	5	tr_TR
dc.identifier.endpage	8	tr_TR
dc.contributor.department	Çankaya Üniversitesi, Meslek Yüksek Okulu	tr_TR