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Unit root testing against an ST-MTAR alternative: finite-sample properties and an application to the UK housing market
- Source :
- Applied Economics. May 1, 2009, Vol. 41 Issue 11, p1397, 8 p.
- Publication Year :
- 2009
-
Abstract
- Numerous smooth transition momentum-threshold autoregressive (ST-MTAR) tests are conducted to analyze the unit root hypothesis. The newly devised ST-MTAR test is shown to be much more accurate and efficient, as compared to the other conventional tests.
Details
- Language :
- English
- ISSN :
- 00036846
- Volume :
- 41
- Issue :
- 11
- Database :
- Gale General OneFile
- Journal :
- Applied Economics
- Publication Type :
- Periodical
- Accession number :
- edsgcl.245438438