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Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests

✍ Scribed by Robert Sollis

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Pure Significance Tests of the Unit Root

✍ ANDREW P. BLAKE; GEORGE KAPETANIOS 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 127 KB

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GLS detrending-based unit root tests in

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Unit-root testing against the alternativ

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