Non-normal errors or nonlinearity? : performance of unit root tests
Hyejin Lee and Mansik Hur
| Year of publication: |
2021
|
|---|---|
| Authors: | Lee, Hyejin ; Hur, Mansik |
| Subject: | non-normality | nonlinearity | real effective exchange rates | real interest rates | Unit root | Einheitswurzeltest | Unit root test | Realzins | Real interest rate | Kaufkraftparität | Purchasing power parity | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Zins | Interest rate | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2021.1937038 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012650385