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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Detalles Bibliográficos
Autores principales: Khalil, Umair, Alamgir, Ali, Amjad, Khan, Dost Muhammad, Khan, Sajjad Ahmad, Khan, Zardad
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2016
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5127548/
https://www.ncbi.nlm.nih.gov/pubmed/27898702
http://dx.doi.org/10.1371/journal.pone.0166990

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5127548/
https://www.ncbi.nlm.nih.gov/pubmed/27898702
http://dx.doi.org/10.1371/journal.pone.0166990

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