Pages that link to "Item:Q5881670"
From MaRDI portal
The following pages link to Unit Root Testing with Stationary Covariates in the Framework of Asymmetric STAR Nonlinearity (Q5881670):
Displaying 3 items.
- The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
- The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications (Q2476609) (← links)
- Unit root testing with stationary covariates and a structural break in the trend function (Q2852598) (← links)