Asymmetric adjustment and smooth transitions: a combination of some unit root tests
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Publication:4677021
DOI10.1111/J.1467-9892.2004.01911.XzbMath1062.62204OpenAlexW3122390151MaRDI QIDQ4677021
Publication date: 20 May 2005
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2004.01911.x
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Monte Carlo methods (65C05)
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