Asymmetric unit root tests in the presence of innovation variance breaks : threshold versus consistent-threshold estimation
Steven Cook and Neil Manning
| Year of publication: |
2003
|
|---|---|
| Authors: | Cook, Steven ; Manning, Neil |
| Published in: |
Economic issues. - Nottingham, ISSN 1363-7029, ZDB-ID 13279294. - Vol. 8.2003, 1, p. 47-58
|
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | In: Economic issues |
| Source: |
Persistent link: https://www.econbiz.de/10009905339