How useful are tests for unit-root in distinguishing...

How useful are tests for unit-root in distinguishing unit-root processes from stationary but non-linear processes?

Chi-Young Choi, Young-Kyu Moh
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Volume:
10
Year:
2007
Language:
english
DOI:
10.1111/j.1368-423x.2007.00200.x
File:
PDF, 420 KB
english, 2007
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