Nonlinear Error Correction Based Cointegration Test in Panel Data
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Date
2017
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier Science Sa
Open Access Color
Green Open Access
Yes
OpenAIRE Downloads
2
OpenAIRE Views
2
Publicly Funded
No
BIP! Indicators
Impulse
Average
Influence
Average
Popularity
Top 10%
Abstract
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.
Description
Emirmahmutoglu, Furkan/0000-0001-7358-3567
ORCID
Keywords
Nonlinear error correction model, Sieve bootstrap, Modified Wald test, Cross section dependency, Time series, auto-correlation, regression, etc. in statistics (GARCH), modified Wald test, cross section dependency, sieve bootstrap, Applications of statistics to economics, Parametric hypothesis testing, nonlinear error correction model
Fields of Science
Citation
WoS Q
Q2
Scopus Q
OpenCitations Citation Count
8
Source
Economics Letters
Volume
157
Issue
Start Page
1
End Page
4
PlumX Metrics
Citations
CrossRef : 2
Scopus : 5
Captures
Mendeley Readers : 12
SCOPUS™ Citations
5
checked on Apr 26, 2026
Web of Science™ Citations
5
checked on Apr 26, 2026
Page Views
1
checked on Apr 26, 2026
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