The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501)

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The univariate MT-STAR model and a new linearity and unit root test procedure
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    The univariate MT-STAR model and a new linearity and unit root test procedure (English)
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    23 November 2018
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    nonlinearity
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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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    real exchange rates
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