Adaptive consistent unit-root tests based on autoregressive threshold model (Q290942)
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scientific article; zbMATH DE number 6589300
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| English | Adaptive consistent unit-root tests based on autoregressive threshold model |
scientific article; zbMATH DE number 6589300 |
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Adaptive consistent unit-root tests based on autoregressive threshold model (English)
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3 June 2016
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unit-root test
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threshold autoregressive model
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term structure of interest rates
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0.8322766423225403
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0.825729250907898
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0.825729250907898
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0.8158196210861206
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0.8132376670837402
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