Testing for a unit root against ESTAR nonlinearity with a delay parameter greater than one.
Year of publication: |
2009
|
---|---|
Authors: | Norman, Stephen |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 29.2009, 3, p. 2152-2173
|
Publisher: |
AccessEcon |
Subject: | Exponential smooth transition model | Unit roots | Monte Carlo simulations |
-
Sriananthakumar, Sivagowry, (2013)
-
Health care expenditures in Asia countries: Panel data analysis
Boungnarasy, Munic, (2011)
-
Unit roots, nonlinearities and structural breaks
Haldrup, Niels, (2012)
- More ...
-
Deriving the Dividend Discount Model in the Intermediate Microeconomics Class
Norman, Stephen, (2013)
-
What is the shape of real exchange rate nonlinearity?
Norman, Stephen, (2013)
-
Determinants of homestead claims and the expansion of Western settlement
McFerrin, Randy, (2012)
- More ...