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Unit Root Testing and Estimation in Nonlinear ESTAR Models with Normal and Non-Normal Errors
Exponential Smooth Transition Autoregressive (ESTAR) models can capture non-linear adjustment of the deviations from equilibrium conditions which may explain the economic behavior of many variables that appear non stationary from a linear viewpoint. Many researchers employ the Kapetanios test which...
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| 出版年: | PLoS One |
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| 主要な著者: | , , , , , |
| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
Public Library of Science
2016
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| 主題: | |
| オンライン･アクセス: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5127548/ https://ncbi.nlm.nih.gov/pubmed/27898702 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0166990 |
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