Similar Search Results

US dollar real exchange rates : nonlinearity revisited

Sollis, Robert - In: Journal of international money and finance 27 (2008) 4, pp. 516-528

Persistent link: https://www.econbiz.de/10003717294

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

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

Evidence on purchasing power parity from univariate models : the case of smooth transition trend-stationarity

Sollis, Robert - In: Journal of applied econometrics 20 (2005) 1, pp. 79-98

Persistent link: https://www.econbiz.de/10003027416

Recursive right-tailed unit root tests for an explosive asset price bubble

Harvey, David I.; Leybourne, Stephen James; Sollis, Robert - In: Journal of financial econometrics : official journal of … 13 (2015) 1, pp. 166-187

Persistent link: https://www.econbiz.de/10010519657

Stochastic unit roots modelling of stock price indices

Sollis, Robert; Leybourne, Stephen James; Newbold, Paul - In: Applied financial economics 10 (2000) 3, pp. 311-315

Persistent link: https://www.econbiz.de/10001526293

Tests for explosive financial bubbles in the presence of non-stationary volatility

Harvey, David I.; Leybourne, Stephen James; Sollis, Robert - In: Journal of empirical finance 38 (2016), pp. 548-574

Persistent link: https://www.econbiz.de/10011663370

Improving the accuracy of asset price bubble start and end date estimators

Harvey, David I.; Leybourne, Stephen James; Sollis, Robert - In: Journal of empirical finance 40 (2017), pp. 121-138

Persistent link: https://www.econbiz.de/10011744469

Asymmetric Adjustment and Smooth Transitions : A Combination of Some Unit Root Tests

Sollis, Robert - 2004

Conventional Dickey-Fuller unit root tests have been generalized to allow for nonlinearity under the alternative hypothesis by Enders and Granger [Journal of Business Economics and Statistics, 16 (1998) 304] (EG) and Leybourne, Newbold and Vougas [Journal of Time Series Analysis, 19 (1998) 83]...

Persistent link: https://www.econbiz.de/10014071720