A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries
Year of publication: |
2009
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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 |
Saved in:
Online Resource
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