Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship

Frédéric Bec, Mélika Ben Salem () and Marine Carrasco
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Mélika Ben Salem: Université Gustave Eiffel

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Date: 2004-10-01
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Published in Journal of Business and Economic Statistics, 2004, 22 (4), pp.382-395. ⟨10.1198/073500104000000389⟩

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Journal Article: Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04176298

DOI: 10.1198/073500104000000389

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