Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates

Walter Enders and Clive Granger

Staff General Research Papers Archive from Iowa State University, Department of Economics

Date: 1998-06-30
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Published in Journal of Business & Economic Statistics, July 1998,

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Journal Article: Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates (1998)
Software Item: RATS programs to replicate Enders/Granger JBES(1998)on threshold unit roots
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