TESTING FOR A UNIT ROOT AGAINST TRANSITIONAL AUTOREGRESSIVE MODELS
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Publication:2812318
DOI10.1111/iere.12171zbMath1404.91227MaRDI QIDQ2812318
Mototsugu Shintani, Joon Y. Park
Publication date: 16 June 2016
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1803/15770
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
91B84: Economic time series analysis
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