The following pages link to Unit root tests for ESTAR models (Q2320866):
Displaying 6 items.
- The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
- Response surface models for the Leybourne unit root tests and lag order dependence (Q2512742) (← links)
- Testing for a unit root against ESTAR stationarity (Q2691731) (← links)
- Financial fragmentation and the monetary transmission mechanism in the euro area: a smooth transition VAR approach (Q2691787) (← links)
- Unit Roots, Cointegration, and Pretesting in Var Models (Q3295725) (← links)
- (Q4982734) (← links)