A new unit root test against ESTAR based on a class of modified statistics
| Year of publication: |
2011
|
|---|---|
| Authors: | Kruse, Robinson |
| Published in: |
Statistical Papers. - Springer. - Vol. 52.2011, 1, p. 71-85
|
| Publisher: |
Springer |
| Subject: | Unit root test | Nonlinearities | Smooth transition | Nonstandard testing | Real effective exchange rates |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925495