A new unit root test against ESTAR based on a class of modified statistics
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- Robinson Kruse, 2011. "A new unit root test against ESTAR based on a class of modified statistics," Statistical Papers, Springer, vol. 52(1), pages 71-85, February.
References listed on IDEAS
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More about this item
KeywordsUnit root test; Nonlinearities; Smooth transition;
- 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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-05-17 (All new papers)
- NEP-ECM-2008-05-17 (Econometrics)
- NEP-ETS-2008-05-17 (Econometric Time Series)
- NEP-IFN-2008-05-17 (International Finance)
- NEP-ORE-2008-05-17 (Operations Research)
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