Non-linearities in the dynamics of oil prices
Year of publication: |
2012-02-08
|
---|---|
Authors: | Kisswani, Khalid ; M. ; Nusair, Salah ; A. |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | oil prices | nonlinear unit root tests | nonlinear deterministic trends | smooth transition autoregression |
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