Nonlinear error correction based cointegration test in panel data

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Atıf İçin Kopyala

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

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

• Cilt numarası: 157
• Basım Tarihi: 2017
• Doi Numarası: 10.1016/j.econlet.2017.05.017
• Dergi Adı: ECONOMICS LETTERS
• Sayfa Sayıları: ss.1-4

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.