GLS detrending-based unit root tests in nonlinear STAR and SETAR models
George Kapetanios; Yongcheol Shin
| Year of publication: |
2008
|
|---|---|
| Authors: | Kapetanios, George ; Shin, Yongcheol |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 100.2008, 3, p. 377-380
|
| Subject: | Kleinste-Quadrate-Methode | Least squares method | Einheitswurzeltest | Unit root test |
| 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/10003768791