Unit Root Testing in Presence of a Double Threshold Process
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DOI: 10.1007/s11009-016-9499-2
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Cited by:
- Kung-Sik Chan & Simone Giannerini & Greta Goracci & Howell Tong, 2020. "Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis," Papers 2002.09968, arXiv.org, revised Nov 2021.
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Keywords
Threshold autoregressive process; Stationarity; Unit root test;All these keywords.
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