Testing for unit root in nonlinear heterogeneous panels
Nuri Ucar () and
Tolga Omay
Economics Letters, 2009, vol. 104, issue 1, 5-8
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.
Keywords: Nonlinear; Panel; unit; root; Sieve; bootstrap (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (109)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:104:y:2009:i:1:p:5-8
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