On the finite-sample size distortion of smooth transition unit root tests (Q1767755)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 2142311
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the finite-sample size distortion of smooth transition unit root tests |
scientific article; zbMATH DE number 2142311 |
Statements
On the finite-sample size distortion of smooth transition unit root tests (English)
0 references
8 March 2005
0 references
Unit roots
0 references
Smooth transitions
0 references
Structural change
0 references
0 references
0.9248781
0 references
0.9132069
0 references
0.89700484
0 references
0.89365196
0 references
0.89304495
0 references
0.8898773
0 references
0.88747025
0 references
0.88724375
0 references
0.8839359
0 references
