Testing for a Unit Root against Nonlinear STAR Models
| Year of publication: |
2004-03
|
|---|---|
| Authors: | Kapetanios, George ; Shin, Yongcheol |
| Institutions: | School of Economics, University of Edinburgh |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | 1 pages long |
| Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C32 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10005086760