Asymmetric unit root tests in the presence of innovation variance breaks : threshold versus consistent-threshold estimation
Steven Cook and Neil Manning
| Year of publication: |
2003
|
|---|---|
| Authors: | Cook, Steven ; Manning, D. N. |
| Published in: |
Economic issues. - Nottingham, ISSN 1363-7029, ZDB-ID 1327929-4. - Vol. 8.2003, 1, p. 47-58
|
| Subject: | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economic issues |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001742552