A simple unit root test consistent against any stationary alternative

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Bibliographic Details

Authors and Corporations:	Bec, Frédérique (Author), Guay, Alain (Author)
Other Authors:	Guay, Alain [Author]
Type of Resource:	E-Book
Language:	English
published:	[Palaiseau] Center for Research in Economics and Statistics [2020]
Series:	Centre de recherche en économie et statistique: Série des documents de travail ; no. 2020, 28
Subjects:	Unit root test Threshold autoregressive model Interest rate spread Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen