Testing for non-stationary hypotheses against local and global non-linear stationary alternatives

Param Silvapulle, Roland George Shami

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

Original languageEnglish
Title of host publicationProceedings of ESAM 2006: Australasian Meeting of the Econometric Society
EditorsPeter Bardsley, Mardi Dungey
Place of Publicationhttp://esam06.anu.edu.au
PublisherThe Econometric Society
Pages1 - 25
Number of pages25
Publication statusPublished - 2006
EventAustralasian Meeting of the Econometric Society - Alice Springs NT Australia, http://esam06.anu.edu.au
Duration: 1 Jan 2006 → …

Conference

ConferenceAustralasian Meeting of the Econometric Society
Cityhttp://esam06.anu.edu.au
Period1/01/06 → …

Cite this

Silvapulle, P., & Shami, R. G. (2006). Testing for non-stationary hypotheses against local and global non-linear stationary alternatives. In P. Bardsley, & M. Dungey (Eds.), Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society (pp. 1 - 25). The Econometric Society.