Testing for a unit root in the nonlinear STAR framework (Q1868973)
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scientific article; zbMATH DE number 1895709
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| English | Testing for a unit root in the nonlinear STAR framework |
scientific article; zbMATH DE number 1895709 |
Statements
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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0.9164347648620604
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0.9110311269760132
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0.8877208232879639
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0.8763324618339539
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0.8573771715164185
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