Empirical Evidence on the Convergence of Interest Rates for IFRS 4: SPSM Using the Panel KSS Test
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Volume (Year): 10 (2011)
Issue (Month): 2 (August)
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Cahiers de recherche
2002-18, Universite de Montreal, Departement de sciences economiques.
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- Kapetanios, George & Shin, Yongcheol & Snell, Andy, 2003. "Testing for a unit root in the nonlinear STAR framework," Journal of Econometrics, Elsevier, vol. 112(2), pages 359-379, February.
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