Nonlinear error correction based cointegration test in panel data


Omay T., Emirmahmutoglu F., Denaux Z. S.

ECONOMICS LETTERS, cilt.157, ss.1-4, 2017 (SSCI İndekslerine Giren Dergi) identifier identifier

Özet

We propose a nonlinear error correction-based cointegration test in a panel data setting and provide their small sample properties. (C) 2017 Elsevier B.V. All rights reserved.