On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study (Q3378027)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study |
scientific article |
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On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study (English)
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29 March 2006
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Monte Carlo simulation
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nonlinear dynamic models
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unit-root tests
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