A new unit root test against ESTAR based on a class of modified statistics

Robinson Kruse

Statistical Papers, 2011, vol. 52, issue 1, 85 pages

Keywords: Unit root test; Nonlinearities; Smooth transition; Nonstandard testing; Real effective exchange rates (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (115)

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Working Paper: A new unit root test against ESTAR based on a class of modified statistics (2008)
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DOI: 10.1007/s00362-009-0204-1

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