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~person:"Ahmad, Yamin"
~person:"Maki, Daiki"
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ESTAR
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Cointegration
2
Bootstrap approach
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Ahmad, Yamin
Maki, Daiki
Buncic, Daniel
8
Kapetanios, George
6
Baharumshah, Ahmad Zubaidi
5
Kim, Hyeongwoo
5
Kim, Jintae
5
Liew, Venus Khim-Sen
5
Paya, Ivan
5
Peel, David A.
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Lim, Kian-Ping
4
Peel, D
4
Sibbertsen, Philipp
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Strohsal, Till
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Winkelmann, Lars
4
Gregoriou, Andros
3
Månsson, Kristofer
3
Paya, I
3
Shin, Yongcheol
3
Sjölander, Pär
3
Smallwood, Aaron
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Alves, Luiz Batista
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Barroso, Ana Claudia
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Basci, Erdem
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Caner, Mehmet
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Choong, Chee-Keong
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Chortareas, Georgios
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Cifarelli, Giulio
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Frömmel, Michael
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González, Jorge Iván
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Kruse, Robinson
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Kuswanto, Heri
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Lau, Evan
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Menkhoff, Lukas
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Omay, Tolga
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Paladino, Giovanna
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Sen, Liew Khim
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Venetis, I A
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Economics Department, University of Wisconsin-Whitewater
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Wild bootstrap testing for cointegration in an
ESTAR
error correction model
Maki, Daiki
- In:
Economic modelling
47
(
2015
),
pp. 280-291
Persistent link: https://www.econbiz.de/10011439126
Saved in:
2
Searching for Nonlinearities in Real Exchange Rates?
Ahmad, Yamin
;
Glosser, Stuart
-
Economics Department, University of Wisconsin-Whitewater
-
2007
one of the three exchange rate series indicated to be an
ESTAR
process. Moreover, using simulations, we show that the …
Persistent link: https://www.econbiz.de/10005121171
Saved in:
3
An alternative procedure to test for cointegration in STAR models
Maki, Daiki
- In:
Mathematics and Computers in Simulation (MATCOM)
80
(
2010
)
5
,
pp. 999-1006
) models. We consider the exponential STAR (
ESTAR
) and double logistic STAR (D-LSTAR) models. The proposed tests are t …
Persistent link: https://www.econbiz.de/10010749930
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