Unit root tests are the starting points of most economic time series analyses. Based on the nonlinear unit root test proposed by Kapetanios, Shin and Shell (KSS), this article propose a procedure to detect the presence of nonstationarity against nonlinear processes in 5 representative China's agricu
Episodic nonlinearity and nonstationarity in Alberta's power and natural gas markets
β Scribed by Daniel Czamanski; Paul Dormaar; Melvin J. Hinich; Apostolos Serletis
- Book ID
- 108120884
- Publisher
- Elsevier Science
- Year
- 2007
- Tongue
- English
- Weight
- 372 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0140-9883
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