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Testing for a Unit Root against Nonlinear STAR Models

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Author Info
George Kapetanios
Yongcheol Shin ()
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File URL: http://www.niesr.ac.uk/pubs/dps/dp164.pdf
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Paper provided by Edinburgh School of Economics, University of Edinburgh in its series ESE Discussion Papers with number 69.

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Length: 17
Date of creation: Mar 2004
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Handle: RePEc:edn:esedps:69

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Find related papers by JEL classification:
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions

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This page was last updated on 2009-12-1.

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