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Original Articles

Improved critical values for the Enders-Granger unit-root test

Pages 257-261 | Published online: 06 Oct 2010

References

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  • Enders , W. and Siklos , P. 1999 . Cointegration and threshold adjustment , Department of Economics working paper, Iowa State University . mimeo
  • Petrucelli , J. and Woolford , S. 1984 . A threshold AR(1) model . Journal of Applied Probability , 21 : 270 – 286 .
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  • Tong , H. 1983 . Threshold Models in Non-Linear Time Series Analysis , New York : Springer-Verlag .
  • Tong , H. 1990 . Non-linear Time-Series: A Dynamical Approach , Oxford : Oxford University Press .

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