مرکز منطقه ای اطلاع رساني علوم و فناوري - A momentum-threshold autoregressive unit root test with increased power

Title of article :

A momentum-threshold autoregressive unit root test with increased power

Author/Authors :

Steven Cook، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2004

Pages :

From page :

307

To page :

310

Keywords :

Unit root tests , Local-to-unity detrending , Momentum-threshold autoregression

Journal title :

Statistics and Probability Letters

Serial Year :

2004

Journal title :

Statistics and Probability Letters

Record number :

140294

Link To Document :