A new unit root test against ESTAR based on a class of modified statistics
Year of publication: |
2008-04
|
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Authors: | Kruse, Robinson |
Institutions: | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover |
Subject: | Unit root test | Nonlinearities | Smooth transition |
Extent: | application/pdf |
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Series: | Hannover Economic Papers (HEP). - ISSN 0949-9962. |
Type of publication: | Book / Working Paper |
Notes: | 14 pages |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; F31 - Foreign Exchange |
Source: |
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