Smallwood, Aaron D. (2016). A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data. Econometric Reviews, doi:10.1080/07474938.2014.976526.
Creative Works
Smallwood, Aaron D. (2016). A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data. Econometric Reviews, doi:10.1080/07474938.2014.976526.