Open AccessUnit Root Tests in Three-Regime SETAR Models
Author(s) -
George Kapetanios,
Yongcheol Shin
Publication year - 2003
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.358262
Subject(s) - setar , unit root , root (linguistics) , unit (ring theory) , econometrics , statistics , mathematics , autoregressive integrated moving average , time series , linguistics , philosophy , mathematics education , star model
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