Cleyzer Adrian da Cunha () (FACE-UFG, Ciências Econômicas) Alcido Elenor Wander (EMBRAPA)
Abstract
The empirical models of analysis of non stationarity vis-à-vis the stationarity have been well explored in studies on time series. However, the same literature considers those issues in linear models, without considering the possibility of non linearity in time series behavior. Thus, this study analyzed the behavior of time series of sugar cane prices using the non linear unit root test KSS (Smooth Transition Autoregressive – STAR) by KAPETANIOS, SHIN e SNELL (2003).
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Length: 13 pages Date of creation: Apr 2009 Date of revision: Handle: RePEc:ufb:wpaper:001
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