Unit root test in a threshold autoregression: Asymptotic theory and residual-based block bootstrap

Econometric Theory

Volumn 24, Issue 6, 2008, Pages 1699-1716

  Seo, Myung Hwan ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 53349119330     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466608080663     Document Type: Article

References (27)

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