Browsing by Author "Denaux, Zulal S."

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    Nonlinear Error Correction Based Cointegration Test in Panel Data
    (Elsevier Science Sa, 2017) Omay, Tolga; Emirmahmutoglu, Furkan; Denaux, Zulal S.
    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.