GLS detrending-based unit root tests in nonlinear STAR and SETAR models

✍ Scribed by George Kapetanios; Yongcheol Shin

• Book ID: 116422020
• Publisher: Elsevier Science
• Year: 2008
• Tongue: English
• Weight: 177 KB
• Volume: 100
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/j.econlet.2008.02.033