Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
| Year of publication: |
2006
|
|---|---|
| Authors: | Rothe, Christoph ; Sibbertsen, Philipp |
| Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 90.2006, 3, p. 439-456
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| Publisher: |
Springer |
| Subject: | Exponential smooth transition autoregressive model | unit roots | Monte Carlo simulations | purchasing power parity |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005598094