Tests for asymmetry in possibly nonstationary dynamic panel models
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Publication:1929071
DOI10.1016/j.econlet.2005.09.012zbMath1255.62382OpenAlexW2081846482MaRDI QIDQ1929071
Publication date: 7 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2005.09.012
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Monte Carlo methods (65C05)
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Cites Work
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- Threshold Autoregression with a Unit Root
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