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~institution:"School of Economics and Finance, Queen Mary"
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ESTAR models
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School of Economics and Finance, Queen Mary
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Testing for Nonstationary Long Memory against Nonlinear Ergodic Models
Kapetanios, George
;
Shin, Yongcheol
-
School of Economics and Finance, Queen Mary
-
2003
nonlinerarity. The nonlinear models we consider are
ESTAR
and SETAR models. We provide analysis on the asymptotic properties of the …
Persistent link: https://www.econbiz.de/10005106422
Saved in:
2
The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests
Chortareas, Georgios
;
Kapetanios, George
-
School of Economics and Finance, Queen Mary
-
2003
Augmented Dickey-Fuller test, based on an exponentially smooth-transition autogregressive model (
ESTAR
) that enhances the power …
Persistent link: https://www.econbiz.de/10005106476
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