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Testing for a unit root in the nonlinear STAR framework · Study

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ArticleTesting for a unit root in the nonlinear STAR framework

George Kapetanios2002

Article2002

Testing for a unit root in the nonlinear STAR framework

George Kapetanios · Yongcheol Shin · Andy Snell

1,567 citations·0/0 files stored·Journal of Econometrics

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

Monetary Policy and Economic Impact Financial Markets and Investment Strategies Diverse Scientific and Economic Studies

Abstract

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Citations in this library

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 2003Testing for unit roots in heterogeneous panels 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag 1988Testing Linearity Against Smooth Transition Autoregressive Models 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS

Cited by

2006A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks 2012The flexible Fourier form and Dickey–Fuller type unit root tests 2011A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks*2020Linking economic globalization, economic growth, financial development, and ecological footprint: Evidence from symmetric and asymmetric ARDL 2016Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis 2019The role of non-renewable energy consumption in economic growth and carbon emission: Evidence from oil producing economies in Africa 2018Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis 2010Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates

Details

Year2002

Typearticle

Published2002-12-10

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations1,567

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/s0304-4076(02)00202-6

openalex_workW2021675656

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