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 alternative—tha...

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Detalles Bibliográficos
Autores Principales: Otero, Jesus, Smith J.
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: DPC Nederland 2017
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