On the finite-sample size distortion of smooth transition unit root tests (Q1767755)
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scientific article; zbMATH DE number 2142311
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| English | On the finite-sample size distortion of smooth transition unit root tests |
scientific article; zbMATH DE number 2142311 |
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On the finite-sample size distortion of smooth transition unit root tests (English)
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8 March 2005
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Unit roots
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Smooth transitions
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Structural change
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0.9248781
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0.9132069
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0.89700484
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0.89365196
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0.89304495
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0.8898773
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0.88747025
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0.88724375
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0.8839359
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