Testing for unit root in nonlinear heterogeneous panels
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References listed on IDEAS
- Balke, Nathan S & Fomby, Thomas B, 1997. "Threshold Cointegration," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(3), pages 627-645, August.
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More about this item
KeywordsNonlinear Panel unit root Sieve bootstrap;
StatisticsAccess and download statistics
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