EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Process Unit Roots"
Narrow search

Narrow search

Year of publication
Subject
All
Critical Values 1 Exponentially Ergodic 1 Monte Carlo Simulations 1 Process Unit Roots 1 Self-exciting Threshold Autogressive Model 1 Thresholds Cointegration 1 Wald Tests 1
more ... less ...
Type of publication
All
Book / Working Paper 1
Language
All
Undetermined 1
Author
All
Kapetanios, George 1 Shin, Yongcheol 1
Institution
All
School of Economics, University of Edinburgh 1
Published in...
All
ESE Discussion Papers 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Testing for a Linear Unit Root against Nonlinear Threshold Stationarity
Kapetanios, George; Shin, Yongcheol - School of Economics, University of Edinburgh - 2004
In this paper we propose a direct testing procedure to detect the presence of linear unit root against geometrically ergodic process defined by self exciting threshold autoregressive (SETAR) model with three regimes. Assuming that the process follows the random walk in the corridor regime, the...
Persistent link: https://www.econbiz.de/10005147085
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...