A New Test of Asymmetric Stationarity in the Presence of Deterministic Trends: Simulation and Empirical Evidence
Year of publication: |
2004
|
---|---|
Authors: | Cook, Steven |
Published in: |
The International Journal of Applied Economics. - College of Business. - Vol. 1.2004, 1, p. 46-54
|
Publisher: |
College of Business |
Subject: | Unit root tests | local-to-unity detrending | momentum-threshold autoregression |
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