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Are per capita real GDP series in African countries non-stationary or non-linear? What does empirical evidence reveal?
16 references·0 citing·32 second hop
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2021Econometric Analysis of Panel Data15,089 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
  • 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
  • 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS1,175 cited
  • 2008Unit Roots and Cointegration in Panels758 cited
  • 2005Breaking the panels: An application to the GDP per capita690 cited
  • 1997Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate340 cited
  • 2001Misleading Inferences from Panel Unit‐Root Tests with an Illustration from Purchasing Power Parity222 cited
  • 2008Getting PPP right: Identifying mean-reverting real exchange rates in panels212 cited
  • 1998

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Real exchange rates under the recent float: unequivocal evidence of mean reversion
170 cited
  • 2008Purchasing power parity in Central and Eastern European countries: an analysis of unit roots and nonlinearities61 cited
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