Inference for Unit Roots in a Panel Smooth Transition Autoregressive Model where the Time Dimension is Fixed
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More about this item
KeywordsDynamic nonlinear panel; Smooth transitions; Structural breaks; Unit roots; LSDV estimation; Central limit theorem;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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