STAR unit root test e os preços da cana-de-açúcar no Brasil: evidências empíricas não lineares

Cleyzer Adrian da Cunha () and Alcido Elenor Wander
Additional contact information
Cleyzer Adrian da Cunha: FACE-UFG, Ciências Econômicas
Alcido Elenor Wander: EMBRAPA

No 1, Working papers - Textos para Discussao do Curso de Ciencias Economicas da UFG from Curso de Ciencias Economicas da Universidade Federal de Goias - FACE

Abstract: The empirical models of analysis of non stationarity vis-à-vis the stationarity have been well explored in studies on time series. However, the same literature considers those issues in linear models, without considering the possibility of non linearity in time series behavior. Thus, this study analyzed the behavior of time series of sugar cane prices using the non linear unit root test KSS (Smooth Transition Autoregressive – STAR) by KAPETANIOS, SHIN e SNELL (2003).

Keywords: non linear unit root test; time series; prices (search for similar items in EconPapers)
JEL-codes: C01 (search for similar items in EconPapers)
Pages: 13 pages
Date: 2009-04
References: Add references at CitEc
Citations:

Downloads: (external link)
https://files.cercomp.ufg.br/weby/up/118/o/TD_001.pdf First version, 2009 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ufb:wpaper:001

Access Statistics for this paper

More papers in Working papers - Textos para Discussao do Curso de Ciencias Economicas da UFG from Curso de Ciencias Economicas da Universidade Federal de Goias - FACE Universidade Federal de Goias UFG - Campus Samambaia (Campus II) Rodovia Goiania/Nova Veneza, Km 0 CEP 74690-900, Goiania, Brasil. Contact information at EDIRC.
Bibliographic data for series maintained by Sandro E. Monsueto ().