Panel Unit Root Test against ESTAR Alternative
博士 === 國立成功大學 === 企業管理學系碩博士班 === 96 === This thesis proposes test procedures to detect the presence of nonstationarity in dynamic panels against nonlinear but globally stationary exponential smooth transition autoregressive dynamic panels. The panels are assumed to be cross sectionally independent b...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/15356693054343112111 |