The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications (Q2476609)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications |
scientific article |
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The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications (English)
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12 March 2008
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Variance ratio unit root tests
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TAR
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STAR
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Size distortion
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Low power
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Yield spread
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