1) La descarga del recurso depende de la página de origen
2) Para poder descargar el recurso, es necesario ser usuario registrado en Universia


Opción 1: Descargar recurso

Detalles del recurso

Descripción

The aim of this paper is to develop a unit root test that takes into account two sources of nonlinearites in data, i.e. asymmetric speed of mean reversion and structural changes. The asymmetric speed of mean reversion is modeled by means of a exponential smooth transition autoregression (ESTAR) function for the autoregressive parameter, whereas structural changes are approximated by a smooth transition in the deterministic components. We find that the proposed test performs well in terms of size and power, in particular when the autoregressive parameter is close to one.

Pertenece a

White Rose Research Online  

Autor(es)

Cuestas, J.C. -  Ordóñez, J. - 

Id.: 55259475

Versión: 1.0

Estado: Final

Tipo:  text - 

Tipo de recurso: Monograph  -  NonPeerReviewed  - 

Tipo de Interactividad: Expositivo

Nivel de Interactividad: muy bajo

Audiencia: Estudiante  -  Profesor  -  Autor  - 

Estructura: Atomic

Coste: no

Copyright: sí

Formatos:  text - 

Requerimientos técnicos:  Browser: Any - 

Relación: [References] http://www.shef.ac.uk/economics/research/serps/year
[References] http://eprints.whiterose.ac.uk/43892/

Fecha de contribución: 20-feb-2016

Contacto:

Localización:
* Cuestas, J.C. and Ordóñez, J. (2012) Smooth transitions, asymmetric adjustment and unit roots. Working Paper. Sheffield Economic Research Paper Series . Department of Economics, University of Sheffield ISSN 1749-8368

Otros recursos del mismo autor(es)

  1. 35th Annual Meeting of the European Association for the Study of Diabetes : Brussels, Belgium, 28 September-2 October 1999.
  2. ESICM LIVES 2016: part three: Milan, Italy. 1–5 October 2016
  3. $rec.titulo HAUTO: Automated composition of convergent services based in HTN planning HAUTO: Composición automát...
  4. ESICM LIVES 2016: part three : Milan, Italy. 1-5 October 2016.
  5. ALKALINE MEMBRANE FUEL CELL (AMFC) STACK MODELING AND SIMULATION This paper aims to produce a dynamic model that is computationally fast to predict the response of t...

Otros recursos de la mismacolección

  1. Numerical analysis of the heat transfer in an oscillatory flow around the heat exchangers of thermoacoustic systems Heat exchangers are considered to be critical components of thermoacoustic systems and their appropr...
  2. Role of polymers in solution and tablet-based carbamazepine cocrystal formulations The aim of this study was to evaluate the influence of three chemically diverse polymers, namely hyd...
  3. The Chinese Spy: Duplicity and Dissimulation in Goldsmith's Chinese Letters
  4. Interaction of Ammonium Carbamate with Uranyl, Zirconium and Molybdate Containing PUREX Species
  5. Tactile Language for a Head-Mounted Sensory Augmentation Device Sensory augmentation is one of the most exciting domains for research in human-machine biohybridicit...

Aviso de cookies: Usamos cookies propias y de terceros para mejorar nuestros servicios, para análisis estadístico y para mostrarle publicidad. Si continua navegando consideramos que acepta su uso en los términos establecidos en la Política de cookies.