Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests
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- George Kapetanios & Yongcheol Shin, 2006.
"Unit root tests in three-regime SETAR models,"
Econometrics Journal, Royal Economic Society, vol. 9(2), pages 252-278, July.
- George Kapetanios & Yongcheol Shin, 2002. "Unit Root Tests in Three-Regime SETAR Models," Working Papers 465, Queen Mary University of London, School of Economics and Finance.
- George Kapetanios & Yongcheol Shin, 2002. "Unit Root Tests in Three-Regime SETAR Models," Working Papers 465, Queen Mary University of London, School of Economics and Finance.
- George Kapetanios & Yongcheol Shin, 2003. "Unit Root Tests in Three-Regime SETAR Models," Edinburgh School of Economics Discussion Paper Series 104, Edinburgh School of Economics, University of Edinburgh.
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- Grote, Claudia & Sibbertsen, Philipp, 2013. "Testing for Cointegration in a Double-LSTR Framework," Hannover Economic Papers (HEP) dp-514, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Artur Silva Lopes & Gabriel Florin Zsurkis, 2019.
"Are linear models really unuseful to describe business cycle data?,"
Applied Economics, Taylor & Francis Journals, vol. 51(22), pages 2355-2376, May.
- Silva Lopes, Artur C. & Florin Zsurkis, Gabriel, 2017. "Are linear models really unuseful to describe business cycle data?," MPRA Paper 79413, University Library of Munich, Germany.
- Lopes, Artur Silva & Zsurkis, Gabriel Florin, 2017. "Are linear models really unuseful to describe business cycle data?," Economics Discussion Papers 2017-5, Kiel Institute for the World Economy (IfW Kiel).
- Marko Korhonen & Mikko Puhakka, 2015. "Revisiting unit roots in divorce rates," Applied Economics Letters, Taylor & Francis Journals, vol. 22(8), pages 628-631, May.
- Jean-Marc Le Caillec, 2021. "Threshold autoregressive model blind identification based on array clustering," Post-Print hal-03210735, HAL.
- Silva Lopes, Artur C. & Florin Zsurkis, Gabriel, 2015. "Revisiting non-linearities in business cycles around the world," MPRA Paper 65668, University Library of Munich, Germany.
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Keywords
Unit roots Nonlinearity Power;Statistics
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