Nonlinear error correction based cointegration test in panel data

Omay, TolgaOmay, TolgaEmirmahmutoglu, FurkanDenaux, Zulal S.Economics2024-07-052024-07-05201750165-17651873-737410.1016/j.econlet.2017.05.0172-s2.0-85019885099https://doi.org/10.1016/j.econlet.2017.05.017https://hdl.handle.net/20.500.14411/2850Emirmahmutoglu, Furkan/0000-0001-7358-3567We 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.eninfo:eu-repo/semantics/closedAccessNonlinear error correction modelSieve bootstrapModified Wald testCross section dependencyNonlinear error correction based cointegration test in panel dataArticleQ315714WOS:000405974500001