A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries
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Bibliographic InfoArticle provided by Elsevier in its journal Economic Modelling.
Volume (Year): 26 (2009)
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/locate/inca/30411
Exponential smooth transition autoregressive model Asymmetry Unit root Real exchange rates;
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