Power of unit root tests against nonlinear and noncausal alternatives with an application to the brent crude oil price
Frédérique Bec, Alain Guay, Heino Bohn Nielsen and Sarra Saïdi
| Year of publication: |
2025
|
|---|---|
| Authors: | Bec, Frédérique ; Guay, Alain ; Bohn Nielsen, Heino ; Saïdi, Sarra |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 29.2025, 1, p. 1-18
|
| Subject: | noncausal model | oil price | threshold autoregressive model | unit root test | Einheitswurzeltest | Unit root test | Ölpreis | Oil price | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Nichtlineare Regression | Nonlinear regression | Ölmarkt | Oil market | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2022-0084 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015437847