journal contribution
posted on 2025-12-05, 16:22 authored by Junsoo Lee, Mark C. Strazicich, Byung Chul YuWe build on the threshold unit root tests in Enders and Granger (1998) and develop tests based on Lagrange Multiplier (LM) unit root tests. The asymptotic properties are derived and finite sample properties are examined in simulations.
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2011College or School
- Walker College of Business
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EconomicsLanguage
EnglishAccess Rights
- Open
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