Adaptive consistent unit-root test based on autoregressive threshold model
Frédérique Bec; Alain Guay; Emmanuel Guerre
| Year of publication: |
2008
|
|---|---|
| Authors: | Bec, Frédérique ; Guay, Alain ; Guerre, Emmanuel |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 142.2008, 1, p. 94-133
|
| Subject: | Einheitswurzeltest | Unit root test | Zinsstruktur | Yield curve | Theorie | Theory | Deutschland | Germany | Frankreich | France | Neuseeland | New Zealand | USA | United States | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003608129