Testing for a unit root in the nonlinear STAR framework

Journal of Econometrics - Tập 112 - Trang 359-379 - 2003
George Kapetanios1, Yongcheol Shin2, Andy Snell2
1Department of Economics, Queen Mary, University of London, London, UK
2Department of Economics, University of Edinburgh, 50 George Square, Edinburgh EH8 9JY, UK

Tài liệu tham khảo

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