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Disentangling the source of non-stationarity in a panel of seasonal data
Hsu, Shih-hsun - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10012437839
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The fourier quantile unit root test with an application to the PPP hypothesis in the OECD
Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Ranjbar, Omid - In: Applied economics quarterly 63 (2017) 3, pp. 295-317
Persistent link: https://www.econbiz.de/10011890423
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Essays on theoretical and empirical aspects of structural break models
Yabu, Tomoyoshi - 2006
Persistent link: https://www.econbiz.de/10003380112
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Nonlinear trends in real exchange rates : a panel unit root test approach
Cushman, David O.; Michael, Nils - In: Journal of international money and finance 30 (2011) 8, pp. 1619-1637
Persistent link: https://www.econbiz.de/10009526260
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Purchasing power parity analyzed through a continuous-time version of the ESTAR model
Nicolau, João - In: Economics letters 110 (2011) 3, pp. 182-185
Persistent link: https://www.econbiz.de/10009241553
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The forward exchange rate unbiasedness hypothesis : a single break unit root and cointegration analysis
Mazur, Michael E.; Ramírez, Miguel D. - In: Modern economy 4 (2013) 9, pp. 605-626
Persistent link: https://www.econbiz.de/10010243180
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Smooth structural breaks and the stationarity of the yen real exchange rates
Zhou, Su; Kutan, Ali Mustafa - In: Applied economics 46 (2014) 10/12, pp. 1150-1159
Persistent link: https://www.econbiz.de/10010399378
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Testing for nonlinear panel unit roots under cross-sectional dependency : with an application to the PPP hypothesis
Månsson, Kristofer; Sjölander, Pär - In: Economic modelling 38 (2014), pp. 121-132
Persistent link: https://www.econbiz.de/10010418139
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Nonlinear adjustment of Asian real exchange rates
Nusair, Salah A. - In: Economic change and restructuring : empirical and … 45 (2012) 3, pp. 221-246
Persistent link: https://www.econbiz.de/10009581704
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Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
Rothe, Christoph (contributor);  … - 2005
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