Showing 121 - 130 of 11,371
Persistent link: https://www.econbiz.de/10003176336
Persistent link: https://www.econbiz.de/10003097583
Persistent link: https://www.econbiz.de/10002795541
In this paper, we propose Phillips-Perron type, semiparametric testing procedures to distinguish a unit root process from a mean-reverting exponential smooth transition autoregressive one. The limiting nonstandard distributions are derived under very general conditions and simulation evidence...
Persistent link: https://www.econbiz.de/10002926863
Persistent link: https://www.econbiz.de/10002549900
Persistent link: https://www.econbiz.de/10002629725
Persistent link: https://www.econbiz.de/10002147223
Persistent link: https://www.econbiz.de/10002887365
Persistent link: https://www.econbiz.de/10001484118
Persistent link: https://www.econbiz.de/10001426688