Unit Root Testing with Stationary Covariates in the Framework of Asymmetric STAR Nonlinearity

DOI10.1515/1558-3708.1872zbMath1506.62531OpenAlexW1585539240MaRDI QIDQ5881670

Ching-Chuan Tsong

Publication date: 13 March 2023

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/1558-3708.1872

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: hypothesis testing (62M07)

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