Unit roots and smooth transitions

Leybourne, Stephen, Newbold, Paul, Vougas, Dimitrios . Journal of Time Series Analysis 1998. 19 (1) :83-97

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Bibtex

@article{CIS-150138,
  Author = {Leybourne, Stephen and Newbold, Paul and Vougas, Dimitrios},
  Title = {Unit roots and smooth transitions},
  Journal = {Journal of Time Series Analysis},
  Volume = {19},
  Number = {1},
  Year = {1998},
  Pages = {83--97},
  Keywords = {Structural change, Dickey-Fuller test}
}

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