Visualitza Departament: Economia by font "Applied economics letters, v. 21, issue 14 (2014)"
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Smooth transitions, asymmetric adjustment and unit roots
Taylor & Francis (2014)The aim of this article is to develop a unit root test that takes into account two sources of nonlinearites in data, i.e. asymmetric speed of mean reversion and structural changes. The asymmetric speed of mean reversion ...