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

Allgemeines Statistisches Archiv

Volumn 90, Issue 3, 2006, Pages 439-456

  Rothe, Christoph ^a   Sibbertsen, Philipp ^b  

^a UNIVERSITY OF MANNHEIM   (Germany)

^b LEIBNIZ UNIVERSITY HANNOVER   (Germany)

Author keywords

Exponential smooth transition autoregressive model; Monte Carlo simulations; Purchasing power parity; Unit roots

Indexed keywords

EID: 33750148772     PISSN: 00026018     EISSN: 16140176     Source Type: Journal    
DOI: 10.1007/s10182-006-0244-y     Document Type: Article

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