The Comparison of Power and Optimization Algorithms on Unit Root Testing with Smooth Transition

Published 2016 View Full Article

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Title
The Comparison of Power and Optimization Algorithms on Unit Root Testing with Smooth Transition
Authors
Keywords
Nonlinear trend, Deterministic smooth transition, Structural change, Estimation methods, C12, C22
Journal
Computational Economics
Volume 49, Issue 4, Pages 623-651
Publisher
Springer Nature
Online
2016-04-14
DOI
10.1007/s10614-016-9574-3
References
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