Narrow search
Showing 1 - 3 of 3
Cover Image
The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes : evidence from Monte Carlo simulations and applications
Maki, Daiki - In: Computational economics 31 (2008) 1, pp. 77-94
Persistent link: https://www.econbiz.de/10003612217
Cover Image
The Performance of Variance Ratio Unit Root Tests Under Nonlinear Stationary TAR and STAR Processes: Evidence from Monte Carlo Simulations and Applications
Maki, Daiki - In: Computational economics 31 (2008) 1, pp. 77
Persistent link: https://www.econbiz.de/10007895081
Cover Image
Testing for time-varying properties under misspecified conditional mean and variance
Maki, Daiki; Ota, Yasushi - In: Computational economics 57 (2021) 4, pp. 1167-1182
Persistent link: https://www.econbiz.de/10012543270