Covariate unit root tests under structural change and asymmetric STAR dynamics
Year of publication: |
2013
|
---|---|
Authors: | Tsong, Ching-chuan ; Wu, Chien-wei ; Chiu, Hsien-hung ; Lee, Cheng-feng |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 33.2013, p. 101-112
|
Subject: | Fourier form | Structural change | Covariate unit roots | Asymmetry | Debt-GDP ratio | Theorie | Theory | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Strukturwandel | Korrelation | Correlation | Strukturbruch | Structural break |
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