Unit root tests in three-regime SETAR models
George Kapetanios and Yongcheol Shin
| Year of publication: |
2006
|
|---|---|
| Authors: | Kapetanios, George ; Shin, Yongcheol |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 9.2006, 2, p. 252-278
|
| Subject: | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | Simulation | Kaufkraftparität | Purchasing power parity | USA | United States | 1980-2000 |
| 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/10003352022