GLS detrending in nonlinear unit root test

Guris, S; Guris, B

Guris, B (reprint author), Istanbul Univ, Fac Econ, Istanbul, Turkey.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 0; ():

Abstract

This article proposes to apply the GLS detrending method for the unit root test procedure developed by Kruse [2011. A new unit root test against ESTAR......

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