GLS detrending-based unit root tests in nonlinear STAR and SETAR models

By George Kapetanios, Yongcheol Shin. 2008

74 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/4a46020a3a9b3fbc0152bdfd0d1b6bd3badd5afa