"The univariate MT-STAR model and a new linearity and unit root test procedure."

Peter Martey Addo, Monica Billio, Dominique Guégan (2014)

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DOI: 10.1016/J.CSDA.2013.12.009

access: closed

type: Journal Article

metadata version: 2021-10-14

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Peter Martey Addo, Monica Billio, Dominique Guégan:
The univariate MT-STAR model and a new linearity and unit root test procedure. Comput. Stat. Data Anal. 76: 4-19 (2014)

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