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Phillips-Perron-type unit root tests in the nonlinear ESTAR framework

Christoph Rothe and Philipp Sibbertsen ()

AStA Advances in Statistical Analysis, 2006, vol. 90, issue 3, 439-456

Keywords: Exponential smooth transition autoregressive model; unit roots; Monte Carlo simulations; purchasing power parity; C12; C32 (search for similar items in EconPapers)
Date: 2006
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