Testing the unit root hypothesis in nonlinear time series and panel models
The thesis contains the four chapters: Testing parameter constancy in unit root autoregressive models against continuous change; Dickey-Fuller type of tests against nonlinear dynamic models; Inference for unit roots in a panel smooth transition autoregressive model where the time dimension is fixed;...
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| Format: | Doctoral Thesis |
| Language: | English |
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Handelshögskolan i Stockholm, Ekonomisk Statistik (ES)
2004
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-536 http://nbn-resolving.de/urn:isbn:91-7258-655-9 |