What people are saying - Write a review
We haven't found any reviews in the usual places.
B Issues in Testing for Unit Roots
20 other sections not shown
Other editions - View all
3-regime advanced countries alternative regimes appreciation spell Asian countries asymmetric adjustment asymmetry and persistence asymptotic average duration average excess deviation bootstrap Brazil BSTR model Caner and Hansen Chile Colombia conditional means corridor regime Costa Rica density Developing Asia India developing countries deviation per spell deviations from PPP estimated model F-test G-7 Canada G-7 countries implied indicates Indonesia interquartile range Korea lag length large number linear model linearity test LinUR lower regime Malaysia Markov switching model middle regime MSIA nonlinear models nonstationarity null hypothesis over-depreciations p-values Paraguay percent Philippines probabilities real effective exchange real exchange rate reject remaining nonlinearity report absolute values reversion coefficients smooth transition models smooth transition regression stationary t-rat Table TARurcor Taylor Terasvirta Thailand threshold bands threshold effects threshold model threshold values transition function transition variable TVTAR unidentified threshold unit root tests unrestricted upper regime Uruguay Wald tests WH Argentina WH countries