A momentum-threshold autoregressive unit root test with increased power (Q1827547)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A momentum-threshold autoregressive unit root test with increased power |
scientific article; zbMATH DE number 2083550
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A momentum-threshold autoregressive unit root test with increased power |
scientific article; zbMATH DE number 2083550 |
Statements
A momentum-threshold autoregressive unit root test with increased power (English)
0 references
6 August 2004
0 references
Unit root tests
0 references
Local-to-unity detrending
0 references
Momentum-threshold autoregression
0 references
