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2002•Journal of EconometricsRequires access

Testing for a unit root in the nonlinear STAR framework

George Kapetanios, Yongcheol Shin, Andy Snell

Open publisher page 1,575 citations

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Key concepts: Unit root, Autoregressive model, Mean reversion, Nonlinear system, Monte Carlo method, Econometrics, Null hypothesis, Unit root test

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