ESTAR
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Related Items (14)
Testing for a unit root in a stationary ESTAR process ⋮ Phillips-Perron-type unit root tests in the nonlinear ESTAR framework ⋮ M-estimator based unit root tests in the ESTAR framework ⋮ A new unit root test against ESTAR based on a class of modified statistics ⋮ Unnamed Item ⋮ Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model ⋮ Purchasing power parity analyzed through a continuous-time version of the ESTAR model ⋮ An alternative procedure to test for cointegration in STAR models ⋮ Selecting nonlinear time series models using information criteria ⋮ Tests for Linearity in Star Models: Supwald and Lm-Type Tests ⋮ THE FORMULAS FOR THE SECONDARY ELECTRON YIELD AT HIGH INCIDENT ELECTRON ENERGY FROM GOLD AND ALUMINUM ⋮ Testing for unit root in nonlinear heterogeneous panels ⋮ The power of unit root tests against nonlinear local alternatives ⋮ Metrics for agent observers
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