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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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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
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What can we learn about the real exchange rate behavior in the case of a peripheral country?
Ftiti, Zied; Chaouachi, Slim - In: Journal of quantitative economics 16 (2018) 3, pp. 681-707
Persistent link: https://www.econbiz.de/10012418583