Testing for unit root in nonlinear heterogeneous panels

C-Tier
Journal: Economics Letters
Year: 2009
Volume: 104
Issue: 1
Pages: 5-8

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We develop unit root tests for nonlinear heterogeneous panels where the alternative hypothesis is an exponential smooth transition (ESTAR) model, and provide their small sample properties. We apply our tests for investigating the income convergence hypothesis in the OECD sample.

Technical Details

RePEc Handle
repec:eee:ecolet:v:104:y:2009:i:1:p:5-8
Journal Field
General
Author Count
2
Added to Database
2026-01-26