A new unit root test based on F-statistic in ESTAR framework
Shaoping Wang and Jiyu Yu
| Year of publication: |
November 2017
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|---|---|
| Authors: | Wang, Shaoping ; Yu, Jiyu |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 24.2017, 19, p. 1412-1416
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| Subject: | Unit root test | nonlinearity | ESTAR | real exchange rates | Einheitswurzeltest | Kaufkraftparität | Purchasing power parity | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2017.1282135 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011852649