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Comment on: Threshold autoregressions with a unit root
Pitarakis, Jean-Yves - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 5, pp. 1207-1217
Persistent link: https://www.econbiz.de/10003765898
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Identification problems in ESTAR models and a new model
Donauer, Stefanie; Heinen, Florian; Sibbertsen, Philipp - 2010
problem. We also derive a linearity and a unit root test for this model. -- Nonlinearities ; Smooth transition ; Linearity …
Persistent link: https://www.econbiz.de/10003950818
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A new unit root test against ESTAR based on a class of modified statistics
Kruse, Robinson (contributor) - 2008
. -- Unit root test ; Nonlinearities ; Smooth transition …
Persistent link: https://www.econbiz.de/10003711672
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Three essays on nonlinear nonstationary econometrics and applied macroeconomics
Bae, Youngsoo - 2006
Persistent link: https://www.econbiz.de/10003965066
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Testing the Unit root hypothesis against TAR nonlinearity using STAR-based tests
Sollis, Robert - In: Economics letters 112 (2011) 1, pp. 19-22
Persistent link: https://www.econbiz.de/10009242181
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London calling : nonlinear mean reversion across national stock markets
Kim, Hyeongwoo; Kim, Jintae - 2014
Persistent link: https://www.econbiz.de/10010512603
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Non-linearities in the dynamics of oil prices
Kisswani, Khalid M.; Nusair, Salah - In: Energy economics 36 (2013), pp. 341-353
Persistent link: https://www.econbiz.de/10009724688
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Smooth transitions, asymmetric adjustment and unit roots
Cuestas, Juan Carlos; Ordóñez, Javier - In: Applied economics letters 21 (2014) 13/15, pp. 969-972
Persistent link: https://www.econbiz.de/10010418290
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Detection of stationarity in nonlinear processes : a comparison between structural breaks and three-regime TAR models
Maki, Daiki - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 4, pp. 1-41
Persistent link: https://www.econbiz.de/10009515140
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A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries
Sollis, Robert - In: Economic modelling 26 (2009) 1, pp. 118-125
Persistent link: https://www.econbiz.de/10003816703