Unit root tests with smooth breaks: an application to the Nelson-Plosser data set
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DOI: 10.1080/13504850802112245
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- Pascalau, Razvan, 2008. "Unit Roots Tests with Smooth Breaks: An Application to the Nelson-Plosser Data Set," MPRA Paper 7220, University Library of Munich, Germany.
References listed on IDEAS
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JEL classification:
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- E10 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - General
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