Nonlinear error correction based cointegration test in panel data
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DOI: 10.1016/j.econlet.2017.05.017
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More about this item
Keywords
Nonlinear error correction model; Sieve bootstrap; Modified Wald test; Cross section dependency;All these keywords.
JEL classification:
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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