Dube, Smile; Zhou, Yan - In: Economia Internazionale / International Economics 67 (2014) 2, pp. 201-227
M7. The paper employs threshold autoregressive (TAR) and momentum threshold autoregressive (MTAR) unit root tests to … MTAR model fails to capture any asymmetries and hence the notion that adjustments depend on the previous period changes is … autoregressiva (TAR) e quello a radice unitaria con soglia momentum autoregressiva (MTAR), al fine di trovare eventuali asimmetrie …