On the performance of popular unit-root tests against various nonlinear dynamic models: A simulation study

Communications in Statistics: Simulation and Computation

Volumn 35, Issue 1, 2006, Pages 105-116

  Choi, Chi Young ^a   Moh, Young Kyu ^b  

^a UNIVERSITY OF NEW HAMPSHIRE   (United States)

^b TULANE UNIVERSITY   (United States)

Author keywords

Monte Carlo simulation; Nonlinear dynamic models; Unit root tests

Indexed keywords

EID: 30844470681     PISSN: 03610918     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610910500416132     Document Type: Article

References (19)