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 and Young-Kyu Moh
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Volume:
10
Year:
2007
Language:
english
Journal:
The Econometrics Journal
DOI:
10.2307/23116680
File:
PDF, 3.58 MB
english, 2007
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