Title of article
A sign test for unit roots in a momentum threshold autoregressive process
Author/Authors
Soo Jung Park، نويسنده , , Dong Wan Shin، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2006
Pages
5
From page
986
To page
990
Keywords
Robustness , Heteroscedasticity , Recursive median adjustment , Monotone data transformation
Journal title
Statistics and Probability Letters
Serial Year
2006
Journal title
Statistics and Probability Letters
Record number
140729
Link To Document