Adaptive consistent unit-root tests based on autoregressive threshold model

Frédérique Bec, Alain Guay and Emmanuel Guerre

Journal of Econometrics, 2008, vol. 142, issue 1, 94-133

Date: 2008
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Working Paper: Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:142:y:2008:i:1:p:94-133

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