Threshold Cointegration
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Publication:4354680
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- Partial unit root and surplus-lag Granger causality testing: a Monte Carlo simulation study
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- UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP
- The power of unit root tests against nonlinear local alternatives
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- Sir Clive Granger's contributions to nonlinear time series and econometrics
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