Testing for Nonstationary Long Memory against Nonlinear Ergodic Models
Year of publication: |
2003-07
|
---|---|
Authors: | Kapetanios, George ; Shin, Yongcheol |
Institutions: | School of Economics and Finance, Queen Mary |
Subject: | Nonlinearity | Long memory | ESTAR models | SETAR models |
-
GLS Detrending for Nonlinear Unit Root Tests
Kapetanios, George, (2002)
-
Testing for Neglected Nonlinearity in Long Memory Models
Kapetanios, George, (2002)
-
Re-examining Purchasing Power Parity for the Australian Real Exchange Rate
Hasanov, Mubariz, (2012)
- More ...
-
Unit Root Tests in Three-Regime SETAR Models
Kapetanios, George, (2002)
-
GLS Detrending for Nonlinear Unit Root Tests
Kapetanios, George, (2002)
-
Testing for Cointegration in Nonlinear STAR Error Correction Models
Kapetanios, George, (2003)
- More ...