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