Testing for a unit root in the nonlinear STAR framework (Q1868973)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing for a unit root in the nonlinear STAR framework |
scientific article; zbMATH DE number 1895709
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
9 April 2003
0 references
Exponential smooth transition autoregressive model
0 references
Unit roots
0 references
Globally stationary nonlinear processes
0 references
Monte Carlo simulations
0 references
Real interest and exchange rates
0 references
0 references
0 references
0.9164347648620604
0 references
0.9110311269760132
0 references
0.8877208232879639
0 references
0.8763324618339539
0 references
0.8573771715164185
0 references
