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...
| Autores Principales: | , |
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| Formato: | Artículo (Article) |
| Lenguaje: | Inglés (English) |
| Publicado: |
DPC Nederland
2017
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| Materias: | |
| Acceso en línea: | https://repository.urosario.edu.co/handle/10336/24989 |