SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A new unit root test against ESTAR based on a class of modified statistics · Study

ArticleShelves

ArticleA new unit root test against ESTAR based on a class of modified statistics

Robinson Kruse2009

OA

Articlegreen2009

A new unit root test against ESTAR based on a class of modified statistics

275 citations·0/0 files stored·Statistical Papers

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Diverse Scientific and Economic Studies

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 275 citations exist upstream.

References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 2002Testing for a unit root in the nonlinear STAR framework 1988Testing Linearity Against Smooth Transition Autoregressive Models 2002Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation

Cited by

2018Persistence of policy shocks to an environmental degradation index: The case of ecological footprint in 128 developed and developing countries 2012Convergence in per capita energy use among OECD countries 2018Analyzing long lasting effects of environmental policies: Evidence from low, middle and high income economies 2012Are fluctuations in energy variables permanent or transitory? A survey of the literature on the integration properties of energy consumption and production

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2008Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod‐Balassa‐Samuelson Effect?article · 8 shared references 2011Testing for a unit root in a stationary ESTAR processarticle · 8 shared references 2006Phillips-Perron-type unit root tests in the nonlinear ESTAR frameworkarticle · 8 shared references 2008The purchasing power parity hypothesis in Turkey: evidence from nonlinear STAR error correction modelsarticle · 8 shared references 2009Purchasing Power Parity in transition economies: evidence from the Commonwealth of Independent Statesarticle · 7 shared references 2006TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELSarticle · 6 shared references

Details

Year2009

Typearticle

Published2009-02-11

VenueStatistical Papers

ISSN-L0932-5026

Languageen

Citations275

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1007/s00362-009-0204-1

openalex_workW1997249152

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2011

The stationary of energy consumption for Turkish disaggregate data by employing linear and nonlinear unit root tests

2019Modelling the relationship between financing by Islamic banking system and environmental quality: evidence from bootstrap autoregressive distributive lag with Fourier terms

2021Analysing the ecological footprint in EU-5 countries under a scenario of carbon neutrality: Evidence from newly developed sharp and smooth structural breaks in unit root testing

2014Re-examining the Turkish stock market efficiency: Evidence from nonlinear unit root tests