Nonlinear Error Correction Based Cointegration Test in Panel Data
| dc.contributor.author | Omay, Tolga | |
| dc.contributor.author | Emirmahmutoglu, Furkan | |
| dc.contributor.author | Denaux, Zulal S. | |
| dc.contributor.other | Economics | |
| dc.contributor.other | 05. School of Business | |
| dc.contributor.other | 01. Atılım University | |
| dc.date.accessioned | 2024-07-05T15:29:05Z | |
| dc.date.available | 2024-07-05T15:29:05Z | |
| dc.date.issued | 2017 | |
| dc.description | Emirmahmutoglu, Furkan/0000-0001-7358-3567 | en_US |
| dc.description.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. | en_US |
| dc.description.sponsorship | Turkish Scientific and Technological Research Council [2219] | en_US |
| dc.description.sponsorship | We acknowledge the financial support provided by the Turkish Scientific and Technological Research Council which enabled Furkan Emirmahutoglu to visit Valdosta State University to complete his research project (program code: 2219). We also thank an anonymous referee for the valuable comments. | en_US |
| dc.identifier.doi | 10.1016/j.econlet.2017.05.017 | |
| dc.identifier.issn | 0165-1765 | |
| dc.identifier.issn | 1873-7374 | |
| dc.identifier.scopus | 2-s2.0-85019885099 | |
| dc.identifier.uri | https://doi.org/10.1016/j.econlet.2017.05.017 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14411/2850 | |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier Science Sa | en_US |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.subject | Nonlinear error correction model | en_US |
| dc.subject | Sieve bootstrap | en_US |
| dc.subject | Modified Wald test | en_US |
| dc.subject | Cross section dependency | en_US |
| dc.title | Nonlinear Error Correction Based Cointegration Test in Panel Data | en_US |
| dc.type | Article | en_US |
| dspace.entity.type | Publication | |
| gdc.author.id | Emirmahmutoglu, Furkan/0000-0001-7358-3567 | |
| gdc.author.institutional | Omay, Tolga | |
| gdc.author.scopusid | 23978235900 | |
| gdc.author.scopusid | 23027344600 | |
| gdc.author.scopusid | 14022792000 | |
| gdc.author.wosid | Emirmahmutoglu, Furkan/B-2267-2019 | |
| gdc.coar.access | metadata only access | |
| gdc.coar.type | text::journal::journal article | |
| gdc.description.department | Atılım University | en_US |
| gdc.description.departmenttemp | [Omay, Tolga] Atilim Univ, Dept Econ, Ankara, Turkey; [Emirmahmutoglu, Furkan] Gazi Univ, Dept Econometr, Ankara, Turkey; [Denaux, Zulal S.] Valdosta State Univ, Dept Econ & Finance, Valdosta, GA USA | en_US |
| gdc.description.endpage | 4 | en_US |
| gdc.description.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
| gdc.description.startpage | 1 | en_US |
| gdc.description.volume | 157 | en_US |
| gdc.description.wosquality | Q3 | |
| gdc.identifier.openalex | W2616888789 | |
| gdc.identifier.wos | WOS:000405974500001 | |
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| gdc.openalex.normalizedpercentile | 0.97 | |
| gdc.openalex.toppercent | TOP 10% | |
| gdc.opencitations.count | 7 | |
| gdc.plumx.crossrefcites | 2 | |
| gdc.plumx.mendeley | 11 | |
| gdc.plumx.scopuscites | 5 | |
| gdc.scopus.citedcount | 5 | |
| gdc.wos.citedcount | 5 | |
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