• Title of article

    A momentum-threshold autoregressive unit root test with increased power

  • Author/Authors

    Steven Cook، نويسنده ,

  • Issue Information
    فصلنامه با شماره پیاپی سال 2004
  • Pages
    4
  • From page
    307
  • To page
    310
  • Keywords
    Unit root tests , Local-to-unity detrending , Momentum-threshold autoregression
  • Journal title
    Statistics and Probability Letters
  • Serial Year
    2004
  • Journal title
    Statistics and Probability Letters
  • Record number

    140294

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=140294