How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes?-Reference-Cited by-同舟云学术

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How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes?

Published:2007-02-01 Issue:1 Volume:10 Page:82-112
ISSN:1368-4221
Container-title:The Econometrics Journal
language:en
Short-container-title:

Author:

Choi Chi‐Young¹,Moh Young‐Kyu²

Affiliation:

1. Department of Economics, University of Texas at Arlington, Arlington, TX 76019, USA E‐mail:cychoi@uta.edu

2. Department of Economics, Tulane University, New Orleans, LA 70118, USA E‐mail: ymoh@tulane.edu

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics

Link

http://academic.oup.com/ectj/article-pdf/10/1/82/25771838/ectj0082.pdf

Reference53 articles.

1. The non‐linear dynamics of output and unemployment in the U.S;Altissimo,2001

2. Estimating and testing linear models with multiple structural changes;Bai,1998

3. Computation and analysis of multiple structural change models;Bai,2003

4. Threshold cointegration;Balke,1997

5. Adaptive consistent unit root tests based on autoregressive threshold model;Bec,2002

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