How useful are tests for unit-root in distinguishing unit-root processes from stationary but non-linear processes?

✍ Scribed by Chi-Young Choi; Young-Kyu Moh

• Book ID: 118701088
• Publisher: John Wiley and Sons
• Year: 2007
• Tongue: English
• Weight: 420 KB
• Volume: 10
• Category: Article
• ISSN: 1368-4221
• DOI: 10.1111/j.1368-423x.2007.00200.x