Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
Year of publication: |
2005
|
---|---|
Authors: | Rothe, Christoph ; Sibbertsen, Philipp |
Publisher: |
Hannover : Universität Hannover, Wirtschaftswissenschaftliche Fakultät |
Subject: | Exponential smooth transition autoregressive model | Unit roots | Monte Carlo simulations | Purchasing Power Parity |
Series: | Diskussionsbeitrag ; 315 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 491211597 [GVK] hdl:10419/22427 [Handle] RePEc:han:dpaper:dp-315 [RePEc] |
Classification: | C32 - Time-Series Models ; C12 - Hypothesis Testing |
Source: |
-
Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
Rothe, Christoph, (2005)
-
A New Modelling Test: The Univariate MT-STAR Model.
Addo, Peter Martey, (2011)
-
Structural analysis of vector error correction models exogenous i(1) variables
Pesaran, M, (2004)
- More ...
-
Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
Rothe, Christoph, (2005)
-
Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
Rothe, Christoph, (2006)
-
Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
Rothe, Christoph, (2006)
- More ...