Table of Contents
ISRN Probability and Statistics
Volume 2012 (2012), Article ID 649134, 12 pages
Research Article

Simulation Analysis of Threshold Autoregressive Unit Root Tests

Department of Economics, Swansea University, Singleton Park, Swansea SA2 8PP, UK

Received 9 March 2012; Accepted 24 April 2012

Academic Editors: D. Fiems, J. Perelló, and M. Scotto

Copyright © 2012 Steve Cook. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Steve Cook, “Simulation Analysis of Threshold Autoregressive Unit Root Tests,” ISRN Probability and Statistics, vol. 2012, Article ID 649134, 12 pages, 2012. doi:10.5402/2012/649134