Search Results - subject:"Nonlinear Unit Root Tests"

Kapetanios, George; Shin, Yongcheol - 2002

procedures have considerable power gains in a majority of cases against both existing nonlinear unit root tests and standard unit …

Persistent link: https://www.econbiz.de/10010284144

Stationarity of South Asian real exchange rates under exponential star (estar) framework

Noman, Abdullah M.; Rahman, M. Zillur - In: Journal of Developing Areas 43 (2010) 2, pp. 41-51

This paper investigates stationarity of four South Asian real exchange rates. In addition to the unit root tests that assume linearity in real exchange rate series, we apply tests to check stationarity that assume nonlinearity in a particular time series. Results from linear unit root tests...

Persistent link: https://www.econbiz.de/10011213076

Kapetanios, George; Shin, Yongcheol - School of Economics and Finance, Queen Mary - 2002

procedures have considerable power gains in a majority of cases against both existing nonlinear unit root tests and standard unit …

Persistent link: https://www.econbiz.de/10005106352