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Volumn 35, Issue 14, 2003, Pages 1543-1550

The power of asymmetric unit root tests under threshold and consistent-threshold estimation

Author keywords

[No Author keywords available]

Indexed keywords

STATISTICAL ANALYSIS;

EID: 0242414516     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/0003684032000125105     Document Type: Article
Times cited : (6)

References (15)
  • 1
    • 85016270274 scopus 로고
    • Asymmetric price adjustment and economic fluctuations
    • Ball, L. and Mankiw, G. (1994) Asymmetric price adjustment and economic fluctuations, Economic Journal, 104, 247-61.
    • (1994) Economic Journal , vol.104 , pp. 247-261
    • Ball, L.1    Mankiw, G.2
  • 2
    • 21144465257 scopus 로고
    • Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
    • Chan, K. (1993) Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model, Annals of Statistics, 21, 520-33.
    • (1993) Annals of Statistics , vol.21 , pp. 520-533
    • Chan, K.1
  • 4
    • 85036258669 scopus 로고
    • Distribution of the estimators for autoregressive time series with a unit root
    • Dickey, D. and Fuller, W. (1979) Distribution of the estimators for autoregressive time series with a unit root, Journal of the American Statistical Association, 74, 427-31.
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 427-431
    • Dickey, D.1    Fuller, W.2
  • 6
    • 0005375666 scopus 로고    scopus 로고
    • Improved critical values for the Enders-Granger unit root test
    • Enders, W. (2001) Improved critical values for the Enders-Granger unit root test, Applied Economics Letters, 8, 257-61.
    • (2001) Applied Economics Letters , vol.8 , pp. 257-261
    • Enders, W.1
  • 7
    • 0032345729 scopus 로고    scopus 로고
    • Unit root tests and asymmetric adjustment with an example using the term structure of interest rates
    • Enders, W. and Granger, C. W. J. (1998) Unit root tests and asymmetric adjustment with an example using the term structure of interest rates, Journal of Business and Economic Statistics, 16, 304-11.
    • (1998) Journal of Business and Economic Statistics , vol.16 , pp. 304-311
    • Enders, W.1    Granger, C.W.J.2
  • 11
    • 0003135609 scopus 로고
    • The distinction between inventory holding and stock-out costs: Implications for target inventories, asymmetric adjustment and the effect of aggregation on production smoothing
    • Krane, S. D. (1994) The distinction between inventory holding and stock-out costs: implications for target inventories, asymmetric adjustment and the effect of aggregation on production smoothing, International Economic Review, 35, 117-36.
    • (1994) International Economic Review , vol.35 , pp. 117-136
    • Krane, S.D.1
  • 13
    • 84981566396 scopus 로고
    • A note on the empirical power of unit root tests under threshold processes
    • Pippenger, M. and Goering, G. (1993) A note on the empirical power of unit root tests under threshold processes, Oxford Bulletin of Economics and Statistics, 55, 473-81.
    • (1993) Oxford Bulletin of Economics and Statistics , vol.55 , pp. 473-481
    • Pippenger, M.1    Goering, G.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.