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Journal of Econometrics
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Testing for a unit root in the nonlinear STAR framework
Kapetanios, George
;
Shin, Yongcheol
;
Snell, Andy
- In:
Journal of Econometrics
112
(
2003
)
2
,
pp. 359-379
Persistent link: https://www.econbiz.de/10005285745
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2
Testing for r versus r-1 cointegrating vectors
Snell, Andy
- In:
Journal of Econometrics
88
(
1998
)
1
,
pp. 151-191
Persistent link: https://www.econbiz.de/10005192377
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