Tests for a unit root using three-regime TAR models : power comparison and some applications
Daiki Maki
Year of publication: |
2009
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Authors: | Maki, Daiki |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 28.2009, 4, p. 335-363
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Subject: | Einheitswurzeltest | Unit root test | Autokorrelation | Autocorrelation | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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