Unit root tests in three‐regime SETAR models (Q5488515)

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scientific article; zbMATH DE number 5055936
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Unit root tests in three‐regime SETAR models
scientific article; zbMATH DE number 5055936

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    Unit root tests in three‐regime SETAR models (English)
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    22 September 2006
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    SETAR models
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    unit roots
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    geometric ergodic processes
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    threshold cointegration
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    Monte Carlo simulations
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    real exchange rates
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    dread of depreciation
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    tables
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