Adaptive consistent unit root tests based on autoregressive threshold model
Year of publication: |
2002
|
---|---|
Authors: | Bec, Frédérique ; Guay, Alain ; Guerre, Emmanuel |
Publisher: |
[Paris] |
Subject: | Einheitswurzeltest | Unit root test | Zinsstruktur | Yield curve | Theorie | Theory | Deutschland | Germany | Frankreich | France | Neuseeland | New Zealand | USA | United States | Autokorrelation | Autocorrelation |
-
Adaptive consistent unit-root test based on autoregressive threshold model
Bec, Frédérique, (2008)
-
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model
Bec, Frédérique, (2009)
-
Three essays on nonlinear nonstationary econometrics and applied macroeconomics
Bae, Youngsoo, (2006)
- More ...
-
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model
Bec, Frédérique, (2002)
-
Adaptive consistent unit-root tests based on autoregressive threshold model
Bec, Frédérique, (2008)
-
Adaptive consistent unit-root test based on autoregressive threshold model
Bec, Frédérique, (2008)
- More ...