A new unit root test against asymmetric ESTAR nonlinearity with smooth breaks
Omid Ranjbar, Tsangyao Chang, Zahra Mila Elmi, Chien-Chiang Lee
| Year of publication: |
2018
|
|---|---|
| Authors: | Ranjbar, Omid ; Chang, Tsangyao ; Elmi, Zahra Mila ; Lee, Chien-Chiang |
| Subject: | Unit Root | Asymmetry | ESTAR | Smooth Breaks | Real Interest Rate Parity | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Realzins | Real interest rate | Nichtlineare Regression | Nonlinear regression | Zinsparität | Interest rate parity |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.22059/ier.2018.65349 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011977114