How useful are tests for unit-root in distinguishing unit-root processes from stationary but non-linear processes?
| Year of publication: |
2007
|
|---|---|
| Authors: | Choi, Chi-Young ; Moh, Young-Kyu |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 10.2007, 1, p. 82-112
|