Unit roots and asymmetric smooth transitions

Journal of Time Series Analysis

Volumn 20, Issue 6, 1999, Pages 671-677

  Sollis, Robert ^a   Leybourne, Stephen ^a   Newbold, Paul ^a  

^a NONE

Author keywords

Dickey Fuller test; Integrated process; Nonlinear trend; Structural change

Indexed keywords

EID: 0039129308     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00165     Document Type: Article

References (11)

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