How useful are tests for uni-root in distinguishing unit-root processes from stationary but non-linear processes?
Chi-Young Choi and Young-Kyu Moh
| Year of publication: |
2007
|
|---|---|
| Authors: | Choi, Chi-young ; Moh, Young-kyu |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 10.2007, 1, p. 82-112
|
| Subject: | Einheitswurzeltest | Unit root test | Nichtlineare Dynamik | Nonlinear dynamics | Monte-Carlo-Simulation | Monte Carlo simulation | Fisher-Effekt | Fisher effect | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003451749