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Testing the unit root hypothesis against TAR nonlinearity with STAR-based tests

Lookup NU author(s): Professor Robert SollisORCiD

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Publication metadata

Author(s): Sollis R

Publication type: Article

Publication status: Published

Journal: Economics Letters

Year: 2011

Volume: 112

Issue: 1

Pages: 19-22

Print publication date: 29/03/2011

ISSN (print): 0165-1765

ISSN (electronic): 1873-7374

Publisher: Elsevier BV

URL: http://dx.doi.org/10.1016/j.econlet.2011.03.008

DOI: 10.1016/j.econlet.2011.03.008

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