Asymmetric adjustment and smooth transitions: A combination of some unit root tests

Journal of Time Series Analysis

Volumn 25, Issue 3, 2004, Pages 409-417

  Sollis, Robert ^a  

^a DURHAM UNIVERSITY   (United Kingdom)

Author keywords

Asymmetric adjustment; Smooth transition; Unit root

Indexed keywords

EID: 2942558430     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2004.01911.x     Document Type: Article

References (8)

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4. ENDERS, W. and GRANGER, C. W. J. (1998) Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates. J. Bus. Econ. Statist. 16, 304-11.
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