Least absolute deviation based unit root tests in smooth transition type of models
Year of publication: |
2014
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Authors: | Sandberg, Rickard |
Published in: |
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]. - Berlin : Springer, ISBN 978-3-642-42038-2. - 2014, p. 141-166
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Subject: | ESTAR | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | Autokorrelation | Autocorrelation | Theorie | Theory | Kaufkraftparität | Purchasing power parity | Schätzung | Estimation | Industrieländer | Industrialized countries |
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