The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes : evidence from Monte Carlo simulations and applications
Year of publication: |
2007
|
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Authors: | Maki, Daiki |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 31.2008, 1, p. 77-94
|
Subject: | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation | Theorie | Theory |
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