Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests
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Publication:553865
DOI10.1016/j.econlet.2011.03.008zbMath1217.62139MaRDI QIDQ553865
Publication date: 28 July 2011
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2011.03.008
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M07: Non-Markovian processes: hypothesis testing
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