Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests (Q553865): Difference between revisions
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Property / DOI: 10.1016/j.econlet.2011.03.008 / rank | |||
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Property / cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root / rank | |||
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Property / cites work: Unit root tests in three‐regime SETAR models / rank | |||
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Property / cites work: Testing for a unit root in the nonlinear STAR framework / rank | |||
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Property / cites work: Testing linearity against smooth transition autoregressive models / rank | |||
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Property / DOI: 10.1016/J.ECONLET.2011.03.008 / rank | |||
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Latest revision as of 21:24, 9 December 2024
scientific article
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English | Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests |
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Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests (English)
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28 July 2011
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unit roots
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power
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