English, Article, Journal or magazine article edition: STAR unit root test e os preços da cana-de-açúcar no Brasil: evidências empíricas não lineares Cleyzer Adrian da Cunha; Alcido Elenor Wander

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Bookmark: http://trove.nla.gov.au/version/16723
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • STAR unit root test e os preços da cana-de-açúcar no Brasil: evidências empíricas não lineares
Author
  • Cleyzer Adrian da Cunha
  • Alcido Elenor Wander
Physical Description
  • preprint
Notes
  • The empirical models of analysis of non stationarity vis-à-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).
  • non linear unit root test, time series, prices
  • RePEc:ufb:wpaper:001
Language
  • English
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