Tests for Unit-Root versus Threshold Specification with an Application to the Purchasing Power Parity Relationship

Autor:	Bec, Frédérique, Ben Salem, Mélika, Carrasco, Marine
Zdroj:	Journal of Business & Economic Statistics, 2004 Oct 01. 22(4), 382-395.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/1392045 Zobrazit plný text záznamu