Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model

Frédérique Bec, Alain Guay and Emmanuel Guerre
Additional contact information
Emmanuel Guerre: Crest

No 2002-46, Working Papers from Center for Research in Economics and Statistics

Date: 2002
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
http://crest.science/RePEc/wpstorage/2002-46.pdf Crest working paper version (application/pdf)

Related works:
Journal Article: Adaptive consistent unit-root tests based on autoregressive threshold model (2008)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:crs:wpaper:2002-46

Access Statistics for this paper

More papers in Working Papers from Center for Research in Economics and Statistics Contact information at EDIRC.
Bibliographic data for series maintained by Secretariat General () and Murielle Jules Maintainer-Email : murielle.jules@ensae.Fr.