Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship
Author:
Affiliation:
1. CREST–ENSAE, Malakoff, France, F-92245
2. OEP, University of Marne-la-Vallée, France, F-77454
3. Economics Department, University of Rochester, Rochester NY 14627
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1198/073500104000000389
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