Adaptive consistent unit-root tests based on autoregressive threshold model
| 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 1848616. - Vol. 142.2008, 1, p. 94-133
|