The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6983961
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The univariate MT-STAR model and a new linearity and unit root test procedure |
scientific article; zbMATH DE number 6983961 |
Statements
The univariate MT-STAR model and a new linearity and unit root test procedure (English)
0 references
23 November 2018
0 references
nonlinearity
0 references
exponential smooth transition autoregressive model
0 references
unit roots
0 references
Monte Carlo simulations
0 references
real exchange rates
0 references
0 references
0 references
0 references
0.89575577
0 references
0.89477324
0 references
0.8850528
0 references
0.8780913
0 references
0 references
0.87259865
0 references
0.8646991
0 references
