Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model

Bec ; Guay ; Guerre, Frédérique ; Alain ; Emmanuel
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Bec ; Guay ; Guerre, Frédérique ; Alain ; Emmanuel: Crest
Authors registered in the RePEc Author Service: Frédérique Bec and Emmanuel Guerre ()

Working Papers from Centre de Recherche en Economie et Statistique

Keywords: optimal; matching (search for similar items in EconPapers)
Date: 2002
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Journal Article: Adaptive consistent unit-root tests based on autoregressive threshold model (2008)
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