Testing the unit root hypothesis against the logistic smooth transition autoregressive model
Year of publication: |
2003
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Authors: | Eklund, Bruno |
Publisher: |
Stockholm : Stockholm School of Economics, The Economic Research Institute (EFI) |
Subject: | Smooth transition autoregressive model | nonlinearity | unit root | Brownian motion | critical values | bootstrap | Monte Carlo simulations | unemployment rate |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 375366563 [GVK] hdl:10419/56273 [Handle] |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: |
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