Covariate unit root tests under structural change and asymmetric STAR dynamics
Ching-Chuan Tsong; Chien-Wei Wu; Hsien-Hung Chiu; Cheng-Feng Lee
| Year of publication: |
2013
|
|---|---|
| Authors: | Tsong, Ching-chuan ; Wu, Chien-wei ; Chiu, Hsien-hung ; Lee, Cheng-feng |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 33.2013, p. 101-112
|
| Subject: | Fourier form | Structural change | Covariate unit roots | Asymmetry | Debt-GDP ratio | Einheitswurzeltest | Unit root test | Theorie | Theory | Strukturwandel | Zeitreihenanalyse | Time series analysis | Korrelation | Correlation | Strukturbruch | Structural break | Schätzung | Estimation |
| 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/10010192034