A new unit root test against asymmetric ESTAR nonlinearity with smooth breaks
Year of publication: |
2018
|
---|---|
Authors: | Ranjbar, Omid ; Chang, Tsangyao ; Elmi, Zahra Mila ; Lee, Chien-chiang |
Published in: |
Iranian economic review : journal of University of Tehran. - Teheran : [Verlag nicht ermittelbar], ISSN 2588-6096, ZDB-ID 2627358-5. - Vol. 22.2018, 1, p. 51-62
|
Subject: | Unit Root | Asymmetry | ESTAR | Smooth Breaks | Real Interest Rate Parity | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Realzins | Real interest rate | Zinsparität | Interest rate parity | Nichtlineare Regression | Nonlinear regression | Kaufkraftparität | Purchasing power parity | Schätzung | Estimation |
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