Reference
Christoph Rothe, and Philipp Sibbertsen, “Phillips-Perron-type Unit Root Tests in the Nonlinear ESTAR framework”, Allgemeines Statistisches Archiv , vol. 90, n. 3, September 2006, pp. 439–456.
Published in
Allgemeines Statistisches Archiv, vol. 90, n. 3, September 2006, pp. 439–456