A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates

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Christian de Peretti; Carole Siani; Mario Cerrato;
(2010)
  • Subject: Artificial neural network, panel unit root test, bootstrap, Monte Carlo experiments, exchange rates.
    • jel: jel:C12 | jel:C23 | jel:F31 | jel:C22 | jel:C15

This paper proposes a bootstrap artificial neural network based panel unit root test in a dynamic heterogeneous panel context. An application to a panel of bilateral real exchange rate series with the US Dollar from the 20 major OECD countries is provided to investigate... View more
  • References (9)

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  • Related Research Results (1)
    Inferred
    Unit root test. (2017)
    40%
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