A new unit root test based on F-statistic in ESTAR framework
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 | Theorie | Theory | Einheitswurzeltest | Kaufkraftparität | Purchasing power parity | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Autokorrelation | Autocorrelation |
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