Open AccessRobust Unit Root Tests for a Panel TAR Model
Author(s) -
Dong Wan Shin
Publication year - 2011
Publication title -
eung'yong tong'gye yeon'gu/the korean journal of applied statistics
Language(s) - English
Resource type - Journals
eISSN - 2383-5818
pISSN - 1225-066X
DOI - 10.5351/kjas.2011.24.1.011
Subject(s) - unit root , outlier , monte carlo method , statistics , tar (computing) , mathematics , null hypothesis , econometrics , statistical hypothesis testing , unit root test , computer science , cointegration , programming language