The comparison of power and optimization algorithms on unit root testing with smooth transition
Year of publication: |
April 2017
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Authors: | Omay, Tolga ; Emirmahmutoglu, Furkan |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 49.2017, 4, p. 623-651
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Subject: | Nonlinear trend | Deterministic smooth transition | Structural change | Estimation methods | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | Schätztheorie | Estimation theory |
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