A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries
| Year of publication: |
2009
|
|---|---|
| Authors: | Sollis, Robert |
| Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 26.2009, 1, p. 118-125
|
| Publisher: |
Elsevier |
| Keywords: | Exponential smooth transition autoregressive model Asymmetry Unit root Real exchange rates |