Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear estar models

"In this article, we calculate response surface models for a large range of quantiles of the Kapetanios, Shin, and Snell (2003, Journal of Econometrics 112: 359–379) and Kapetanios and Shin (2008, Economics Letters 100: 377–380) tests for the null hypothesis of a unit root against the alternati...

Descripción completa

Detalles Bibliográficos
Autores Principales: Otero J., Smith J.
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: DPC Nederland 2017
Materias:
Acceso en línea:https://repository.urosario.edu.co/handle/10336/23328