Pure significance tests of the unit root hypothesis against nonlinear alternatives

Journal of Time Series Analysis

Volumn 24, Issue 3, 2003, Pages 253-267

  Blake, Andrew P ^a   Kapetanios, George ^a  

^a NATIONAL INSTITUTE OF ECONOMIC AND SOCIAL RESEARCH   (United Kingdom)

Author keywords

Artifical neural network; Nonlinearity; Unit roots

Indexed keywords

EID: 0141991812     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00306     Document Type: Article

References (26)

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