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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Autores:
Tipo de recurso:
Fecha de publicación:
2017
Institución:
Universidad del Rosario
Repositorio:
Repositorio EdocUR - U. Rosario
Idioma:
eng
OAI Identifier:
oai:repository.urosario.edu.co:10336/24989
Acceso en línea:
https://repository.urosario.edu.co/handle/10336/24989
Palabra clave:
Critical values
Kssur
Ksur
Lag length
Monte carlo
Nonlinear ESTAR models
P-values
Response surface
St0493
Unit-root test
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