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Asymmetric unit root tests in the presence of innovation variance breaks : threshold versus consistent-threshold estimation
Cook, Steven; Manning, D. N. - In: Economic issues 8 (2003) 1, pp. 47-58
Persistent link: https://www.econbiz.de/10001742552
Cover Image
Asymmetric unit root tests in the presence of innovation variance breaks : threshold versus consistent-threshold estimation
Cook, Steven; Manning, Neil - In: Economic issues 8 (2003) 1, pp. 47-58
Persistent link: https://www.econbiz.de/10009905339