RATS programs to replicate Enders/Granger JBES(1998)on threshold unit roots
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- Enders, Walter & Granger, C. W. J., 1998. "Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates," Staff General Research Papers Archive 1388, Iowa State University, Department of Economics.
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KeywordsThreshold unit root test; RATS;
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