Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates
Replicates Enders and Granger(1998), "Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates", JBES, vol 16, 304-11. The technical details of the program are described on pages 128 - 132 of Enders' "RATS Progamming Manual".
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|Date of creation:||30 Jun 1998|
|Date of revision:|
|Publication status:||Published in Journal of Business & Economic Statistics, July 1998,|
|Contact details of provider:|| Postal: Iowa State University, Dept. of Economics, 260 Heady Hall, Ames, IA 50011-1070|
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Web page: http://www.econ.iastate.edu
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