GLS detrending-based unit root tests in nonlinear STAR and SETAR models
Year of publication: |
2008
|
---|---|
Authors: | Kapetanios, George ; Shin, Yongcheol |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 100.2008, 3, p. 377-380
|
Saved in:
Saved in favorites
Similar items by person
-
A nonlinear panel model of cross-sectional dependence
Kapetanios, George, (2010)
-
GLS detrending for nonlinear unit root tests
Kapetanios, George, (2002)
-
Testing for cointegration in nonlinear STAR error correction models
Kapetanios, George, (2003)
- More ...