Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303): Difference between revisions

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Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
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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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