On the finite-sample size distortion of smooth transition unit root tests
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References listed on IDEAS
- Zivot, Eric & Andrews, Donald W K, 2002.
"Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis,"
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Vougas, Dimitrios V., 2006. "On unit root testing with smooth transitions," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 797-800, November.
- P. S. Sephton, 2010. "Unit roots and purchasing power parity: another kick at the can," Applied Economics, Taylor & Francis Journals, vol. 42(27), pages 3439-3453.
More about this item
KeywordsUnit roots Smooth transitions Structural change;
StatisticsAccess and download statistics
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