Similar Search Results - EconBiz

GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks.

Kapetanios, George; Shin, Yongcheol - School of Economics, University of Edinburgh - 2004

This paper consider the GLS detrending procedure advanced by Elliott et al. (1996) for unit root tests against alternative hypotheses where the time series data under investigation follow either globally stationary SETAR or STAR processes with deterministic components being present. It is found...

Persistent link: https://www.econbiz.de/10005086762

Testing for unit roots in heterogeneous panels

Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - 1995

Persistent link: https://www.econbiz.de/10000560436

GLS detrending-based unit root tests in nonlinear STAR and SETAR models

Kapetanios, George; Shin, Yongcheol - In: Economics letters 100 (2008) 3, pp. 377-380

Persistent link: https://www.econbiz.de/10003768791

Unit root tests in three-regime SETAR models

Kapetanios, George; Shin, Yongcheol - In: The econometrics journal 9 (2006) 2, pp. 252-278

Persistent link: https://www.econbiz.de/10003352022

Testing for cointegration in nonlinear smooth transition error correction models

Kapetanios, George; Shin, Yongcheol; Snell, Andy - In: Econometric theory 22 (2006) 2, pp. 279-303

Persistent link: https://www.econbiz.de/10003301237

Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model

Kapetanios, George; Shin, Yongcheol - In: Econometric reviews 30 (2011) 6, pp. 620-645

Persistent link: https://www.econbiz.de/10009269801

Nonlinear mean reversion in real exchange rates

Chortareas, Georgios E.; Kapetanios, George; Shin, Yongcheol - In: Economics letters 77 (2002) 3, pp. 411-417

Persistent link: https://www.econbiz.de/10001711523

Testing for unit roots in heterogeneous panels

Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - In: Journal of econometrics 115 (2003) 1, pp. 53-74

Persistent link: https://www.econbiz.de/10001758134

GLS detrending for nonlinear unit root tests

Kapetanios, George (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001867198

Testing for cointegration in nonlinear STAR error correction models

Kapetanios, George (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001867713

A service of the