Listar ECO_Articles por fuente "Applied economics letters, v. 21, issue 14 (2014)"

Mostrando ítems 1-1 de 1

    • closedAccess   Smooth transitions, asymmetric adjustment and unit roots 

      Cuestas, Juan Carlos; Ordóñez, Javier 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 ...