Testing for a unit root in the nonlinear STAR framework-Reference-Cited by-同舟云学术

Testing for a unit root in the nonlinear STAR framework

Published:2003-02 Issue:2 Volume:112 Page:359-379
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Kapetanios George,Shin Yongcheol,Snell Andy

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference32 articles.

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5. Threshold autoregression with a near unit root;Caner;Econometrica,2001

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