Unit roots and double smooth transitions
Techniques for testing the null hypothesis of difference stationarity against stationarity around some deterministic function have received much attention. In particular, unit root tests where the alternative is stationarity around a smooth transition in linear trend have recently been proposed to p...
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| Main Authors: | , |
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| Format: | Default Preprint |
| Published: |
2000
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| Subjects: | |
| Online Access: | https://hdl.handle.net/2134/732 |
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