Testing for a unit root against ESTAR nonlinearity with a delay parameter greater than one
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Cited by:
- Harvey David I. & Leybourne Stephen J. & Whitehouse Emily J., 2018.
"Testing for a unit root against ESTAR stationarity,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(1), pages 1-29, February.
- David I. Harvey & Stephen J. Leybourne & Emily J. Whitehouse, 2017. "Testing for a unit root against ESTAR stationarity," Discussion Papers 17/02, University of Nottingham, Granger Centre for Time Series Econometrics.
- Cho, Dooyeon & Doblas-Madrid, Antonio, 2014. "Trade intensity and purchasing power parity," Journal of International Economics, Elsevier, vol. 93(1), pages 194-209.
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More about this item
Keywords
Exponential smooth transition model; Unit roots; Monte Carlo simulations;All these keywords.
JEL classification:
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
Statistics
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