Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap
Year of publication: |
2005-01
|
---|---|
Authors: | Seo, Myunghwan |
Institutions: | Suntory and Toyota International Centres for Economics and Related Disciplines, LSE |
Subject: | Threshold autoregression | unit root test | threshold cointegration | residual-based block bootstrap |
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Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap
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