Testing for a unit root in the nonlinear STAR framework (Q1868973): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a unit root in the nonlinear STAR framework |
scientific article |
Statements
Testing for a unit root in the nonlinear STAR framework (English)
0 references
9 April 2003
0 references
Exponential smooth transition autoregressive model
0 references
Unit roots
0 references
Globally stationary nonlinear processes
0 references
Monte Carlo simulations
0 references
Real interest and exchange rates
0 references
