Testing for a unit root in the nonlinear STAR framework (Q1868973)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a unit root in the nonlinear STAR framework |
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Testing for a unit root in the nonlinear STAR framework (English)
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9 April 2003
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Exponential smooth transition autoregressive model
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Unit roots
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Globally stationary nonlinear processes
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Monte Carlo simulations
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Real interest and exchange rates
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