STAR unit root test e os preços da cana-de-açúcar no Brasil: evidências empíricas não lineares

The empirical models of analysis of non stationarity vis-à-vis the stationarity have been well explored in studies on time series. However, the same literature considers those issues in linear models, without considering the possibility of non linearity in time series behavior. Thus, this study analyzed the behavior of time series of sugar cane prices using the non linear unit root test KSS (Smooth Transition Autoregressive – STAR) by KAPETANIOS, SHIN e SNELL (2003).

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Year of publication:	2009-04
Authors:	Cunha, Cleyzer Adrian da ; Wander, Alcido Elenor
Institutions:	Ciências Econômicas, Escola de Agronomia e Engenharia de Alimentos
Subject:	non linear unit root test \| time series \| prices

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Extent:	application/pdf
Series:	Working papers - Textos para Discussao do Curso de Ciencias Economicas da UFG.
Type of publication:	Book / Working Paper
Notes:	Number 001 13 pages
Classification:	C01 - Econometrics
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004983436