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STAR unit root test e os preços da cana-de-açúcar no Brasil: evidências empíricas não lineares
| Content Provider | Semantic Scholar |
|---|---|
| Author | Cunha, Cleyzer Adrian Da Wander, Alcido Elenor |
| Copyright Year | 2009 |
| Abstract | The empirical models of analysis of non stationarity vis-a-vis the stationarity have been well explored in studies on time series. However, the same literature considers those issues in linear models, without considering the possibility of non linearity in time series behavior. Thus, this study analyzed the behavior of time series of sugar cane prices using the non linear unit root test KSS (Smooth Transition Autoregressive – STAR) by KAPETANIOS, SHIN e SNELL (2003). |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://www.face.ufg.br/siteface_files/midias/original-td-001.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |