A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries

Robert Sollis

Economic Modelling, 2009, vol. 26, issue 1, 118-125

Keywords: Exponential; smooth; transition; autoregressive; model; Asymmetry; Unit; root; Real; exchange; rates (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (131)

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