Title of article :
Modified unit root tests and momentum threshold autoregressive processes
Author/Authors :
Steven Cook، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2003
Pages :
6
From page :
83
To page :
88
Keywords :
Momentum threshold autoregression , Unit root tests , Weighted symmetric estimation , Local-to-unity detrending , Recursive mean adjustment , Forward and reverse regressions
Journal title :
Statistics and Probability Letters
Serial Year :
2003
Journal title :
Statistics and Probability Letters
Record number :
140129
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=140129
