Testing for Unit Root against LSTAR Model:Wavelet Improvement under GARCH Distortion
作者： Yushu Li , Ghazi Shukur
DOI: 10.1080/03610910903443964
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摘要: In this article, we propose a nonlinear Dickey-Fuller F test for unit root against first-order Logistic Smooth Transition Autoregressive (LSTAR) (1) model with time as the transition variable. Th ...
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