Testing for a unit root in the nonlinear STAR framework
George Kapetanios; Yongcheol Shin; Andy Snell
| Year of publication: |
2003
|
|---|---|
| Authors: | Kapetanios, George ; Shin, Yongcheol ; Snell, Andy |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 112.2003, 2, p. 359-379
|
| Subject: | Statistische Methodenlehre | Statistical theory | Einheitswurzeltest | Unit root test | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
| 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/10001731323