Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303): Difference between revisions
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scientific article
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English | Phillips-Perron-type unit root tests in the nonlinear ESTAR framework |
scientific article |
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Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (English)
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26 April 2007
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exponential smooth transition autoregressive model
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unit roots
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Monte Carlo simulations
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purchasing power parity
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