This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship Author info | Abstract | Publisher info | Download info | Related research | Statistics Frederic Bec
Melika Ben Salem
Marine Carrasco
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics .
Volume (Year): 22 (2004)
Issue (Month): (October)
Pages: 382-395
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:bes:jnlbes:v:22:y:2004:p:382-395Contact details of provider: Web page: http://www.amstat.org/publications/jbes/index.cfm?fuseaction=main
Order Information: Web: http://www.amstat.org/publications/index.html
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Zisimos Koustas & Jean-Francois Lamarche & Apostolos Serletis, 2006.
"Threshold Random Walks in the U.S. Stock Market ,"
Working Papers
0602, Brock University, Department of Economics, revised May 2006.
[Downloadable!]
Joon Y. Park & Mototsugu Shintani, 2006.
"Testing for a Unit Root against Transitional Autoregressive Models ,"
Levine's Bibliography
321307000000000316, UCLA Department of Economics.
[Downloadable!]
Other versions: Mauro S. Ferreira, 2007.
"Capturing asymmetry in real exchange rate with quantile autoregression ,"
Textos para Discussão Cedeplar-UFMG
td306, Cedeplar, Universidade Federal de Minas Gerais.
[Downloadable!]
Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2008.
"3-Regime symmetric STAR modeling and exchange rate reversion ,"
Working Papers
2009_05, Department of Economics, University of Glasgow, revised Feb 2009.
[Downloadable!]
Christopher J. Neely & David E. Rapach, 2008.
"Real interest rate persistence: evidence and implications ,"
Review ,
Federal Reserve Bank of St. Louis, issue Nov, pages 609-642.
[Downloadable!]
Other versions: Dominique Guégan, 2009.
"A Meta-Distribution for Non-Stationary Samples ,"
CREATES Research Papers
2009-24, School of Economics and Management, University of Aarhus.
[Downloadable!]
Anders Rahbek & Neil Shephard, 2001.
"Autoregressive conditional root model ,"
Economics Papers
2002-W7, Economics Group, Nuffield College, University of Oxford, revised 01 Feb 2002.
[Downloadable!]
Hyungsik Roger Moon & Benoit Perron, 2005.
"An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors ,"
IEPR Working Papers
05.35, Institute of Economic Policy Research (IEPR).
[Downloadable!]
Zisimos Koustas & Jean-Francois Lamarche, 2005.
"Policy-Induced Mean Reversion in the Real Interest Rate? ,"
Working Papers
0503, Brock University, Department of Economics, revised Jul 2005.
[Downloadable!]
Other versions: Dilem Yildirim & Ralf Becker & Denise R Osborn, 2009.
"Bootstrap Unit Root Tests for Nonlinear Threshold Models ,"
The School of Economics Discussion Paper Series
0915, Economics, The University of Manchester.
[Downloadable!]
Access and
download statistics Did you know? About 1000 journals are listed on RePEc .
This page was last updated on 2009-11-22.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .