Stefanie Michael

affiliation not provided to SSRN

No Address Available

SCHOLARLY PAPERS

1

DOWNLOADS

1

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (1)

1.

Weak Identification in the ESTAR Model and a New Model

Journal of Time Series Analysis, Vol. 34, Issue 2, pp. 238-261, 2013
Number of pages: 24 Posted: 22 Feb 2013
Florian Heinen, Stefanie Michael and Philipp Sibbertsen
affiliation not provided to SSRN, affiliation not provided to SSRN and University of Hannover
Downloads 1 (708,099)
  • Add to Cart

Abstract:

Loading...

Nonlinearities, smooth transition, linearity testing, unit root testing, real exchange rates