The comparison of power and optimization algorithms on unit root testing with smooth transition
Tolga Omay, Furkan Emirmahmutoğlu
| Year of publication: |
April 2017
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|---|---|
| Authors: | Omay, Tolga ; Emirmahmutoglu, Furkan |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 49.2017, 4, p. 623-651
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| Subject: | Nonlinear trend | Deterministic smooth transition | Structural change | Estimation methods | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory | Strukturwandel | Strukturbruch | Structural break | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-016-9574-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011762166