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
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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
Turkish CoHE Thesis Center URL
Fields of Science
Citation
WoS Q
Q2
Scopus Q
OpenCitations Citation Count
7
Source
Economics Letters
Volume
157
Issue
Start Page
1
End Page
4
PlumX Metrics
Citations
CrossRef : 2
Scopus : 5
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Mendeley Readers : 11
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