On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study (Q3378027): Difference between revisions

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Revision as of 19:40, 19 March 2024

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On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study
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    On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study (English)
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    29 March 2006
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    Monte Carlo simulation
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    nonlinear dynamic models
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    unit-root tests
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