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)
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Working Paper: Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:spr:alstar:v:90:y:2006:i:3:p:439-456
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