Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model
Year of publication: |
2002
|
---|---|
Authors: | Bec, Frédérique ; Guay, Alain ; Guerre, Emmanuel |
Institutions: | Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) |
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