Testing for a unit root in the presence of a nonlinear trend: The case of Australian Reel Exchange Rate
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More about this item
KeywordsPurchasing Power Parity; Nonlinearity; Unit Root;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
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