Testing the Unit root hypothesis against TAR nonlinearity using STAR-based tests
Robert Sollis
| Year of publication: |
2011
|
|---|---|
| Authors: | Sollis, Robert |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 112.2011, 1, p. 19-22
|
| Subject: | Theorie | Theory | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Nichtlineare Regression | Nonlinear regression | Autokorrelation | Autocorrelation | Statistischer Test | Statistical test |
| Extent: | graph. Darst. |
|---|---|
| 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/10009242181