Tests for Unit-Root versus Threshold Specification with an...

Journal of Business and Economic Statistics 2004 / 10 Vol. 22; Iss. 4

Tests for Unit-Root versus Threshold Specification with an Application to the Purchasing Power Parity Relationship

Frédérique Bec, Mélika Ben Salem and Marine Carrasco
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Volume:
22
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/1392045
Date:
October, 2004
File:
PDF, 537 KB
english, 2004
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