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Keywords: Nonlinear unit root tests
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Journal Articles
Journal of Islamic Accounting and Business Research (2023) 14 (4): 629–651.
Published: 09 December 2022
... nonlinear evolution, then the authors apply nonlinear unit root tests (three KSS type tests and Sollis tests). Findings Linearity test results say that LCCSI has nonlinear behavior, while Dow Jones Islamic Canadian Price Index, LDJICPI, is a linear process. Then, the findings of this paper show...
