FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1997249152> ?p ?o ?g. }

• W1997249152 endingPage "85" @default.
• W1997249152 startingPage "71" @default.
• W1997249152 abstract "This paper proposes a new unit root test against a nonlinear exponential smooth transition autoregressive model. This model receives much attention in international macroeconomics as it has been successfully applied to a variety of financial time series. The new test is build upon the nonstandard testing approach of Abadir and Distaso (J Econom 140:695–718, 2007) who introduce a class of modified statistics for testing joint hypotheses when one of the alternatives is one-sided. The asymptotic properties of the suggested unit root test are derived. In a Monte Carlo study the popular Dickey–Fuller-type test proposed by Kapetanios et al. (J Econom 112:359–379, 2003) is compared to the new test. The results suggest that the new test is generally superior in terms of power. An application to a real effective exchange rate underlines its usefulness." @default.
• W1997249152 created "2016-06-24" @default.
• W1997249152 creator A5054920537 @default.
• W1997249152 date "2009-02-12" @default.
• W1997249152 modified "2023-10-17" @default.
• W1997249152 title "A new unit root test against ESTAR based on a class of modified statistics" @default.
• W1997249152 cites W1988789713 @default.
• W1997249152 cites W1989019399 @default.
• W1997249152 cites W2020934462 @default.
• W1997249152 cites W2021675656 @default.
• W1997249152 cites W2049783746 @default.
• W1997249152 cites W2070440455 @default.
• W1997249152 cites W2085916232 @default.
• W1997249152 cites W2097580026 @default.
• W1997249152 cites W2109483038 @default.
• W1997249152 cites W2156401157 @default.
• W1997249152 cites W2159541381 @default.
• W1997249152 cites W3121418714 @default.
• W1997249152 cites W3123442973 @default.
• W1997249152 cites W4230268554 @default.
• W1997249152 cites W4230644069 @default.
• W1997249152 cites W4239586016 @default.
• W1997249152 cites W4241115065 @default.
• W1997249152 doi "https://doi.org/10.1007/s00362-009-0204-1" @default.
• W1997249152 hasPublicationYear "2009" @default.
• W1997249152 type Work @default.
• W1997249152 sameAs 1997249152 @default.
• W1997249152 citedByCount "168" @default.
• W1997249152 countsByYear W19972491522012 @default.
• W1997249152 countsByYear W19972491522013 @default.
• W1997249152 countsByYear W19972491522014 @default.
• W1997249152 countsByYear W19972491522015 @default.
• W1997249152 countsByYear W19972491522016 @default.
• W1997249152 countsByYear W19972491522017 @default.
• W1997249152 countsByYear W19972491522018 @default.
• W1997249152 countsByYear W19972491522019 @default.
• W1997249152 countsByYear W19972491522020 @default.
• W1997249152 countsByYear W19972491522021 @default.
• W1997249152 countsByYear W19972491522022 @default.
• W1997249152 countsByYear W19972491522023 @default.
• W1997249152 crossrefType "journal-article" @default.
• W1997249152 hasAuthorship W1997249152A5054920537 @default.
• W1997249152 hasBestOaLocation W19972491522 @default.
• W1997249152 hasConcept C105795698 @default.
• W1997249152 hasConcept C121332964 @default.
• W1997249152 hasConcept C128063223 @default.
• W1997249152 hasConcept C134306372 @default.
• W1997249152 hasConcept C136197465 @default.
• W1997249152 hasConcept C143724316 @default.
• W1997249152 hasConcept C144341231 @default.
• W1997249152 hasConcept C145162277 @default.
• W1997249152 hasConcept C149782125 @default.
• W1997249152 hasConcept C151376022 @default.
• W1997249152 hasConcept C151730666 @default.
• W1997249152 hasConcept C154945302 @default.
• W1997249152 hasConcept C158622935 @default.
• W1997249152 hasConcept C159877910 @default.
• W1997249152 hasConcept C19499675 @default.
• W1997249152 hasConcept C195561663 @default.
• W1997249152 hasConcept C2777212361 @default.
• W1997249152 hasConcept C2777267654 @default.
• W1997249152 hasConcept C28826006 @default.
• W1997249152 hasConcept C33923547 @default.
• W1997249152 hasConcept C41008148 @default.
• W1997249152 hasConcept C62520636 @default.
• W1997249152 hasConcept C86803240 @default.
• W1997249152 hasConcept C87007009 @default.
• W1997249152 hasConceptScore W1997249152C105795698 @default.
• W1997249152 hasConceptScore W1997249152C121332964 @default.
• W1997249152 hasConceptScore W1997249152C128063223 @default.
• W1997249152 hasConceptScore W1997249152C134306372 @default.
• W1997249152 hasConceptScore W1997249152C136197465 @default.
• W1997249152 hasConceptScore W1997249152C143724316 @default.
• W1997249152 hasConceptScore W1997249152C144341231 @default.
• W1997249152 hasConceptScore W1997249152C145162277 @default.
• W1997249152 hasConceptScore W1997249152C149782125 @default.
• W1997249152 hasConceptScore W1997249152C151376022 @default.
• W1997249152 hasConceptScore W1997249152C151730666 @default.
• W1997249152 hasConceptScore W1997249152C154945302 @default.
• W1997249152 hasConceptScore W1997249152C158622935 @default.
• W1997249152 hasConceptScore W1997249152C159877910 @default.
• W1997249152 hasConceptScore W1997249152C19499675 @default.
• W1997249152 hasConceptScore W1997249152C195561663 @default.
• W1997249152 hasConceptScore W1997249152C2777212361 @default.
• W1997249152 hasConceptScore W1997249152C2777267654 @default.
• W1997249152 hasConceptScore W1997249152C28826006 @default.
• W1997249152 hasConceptScore W1997249152C33923547 @default.
• W1997249152 hasConceptScore W1997249152C41008148 @default.
• W1997249152 hasConceptScore W1997249152C62520636 @default.
• W1997249152 hasConceptScore W1997249152C86803240 @default.
• W1997249152 hasConceptScore W1997249152C87007009 @default.
• W1997249152 hasIssue "1" @default.
• W1997249152 hasLocation W19972491521 @default.
• W1997249152 hasLocation W19972491522 @default.
• W1997249152 hasLocation W19972491523 @default.
• W1997249152 hasOpenAccess W1997249152 @default.
• W1997249152 hasPrimaryLocation W19972491521 @default.
• W1997249152 hasRelatedWork W169704050 @default.

• next