Pages that link to "Item:Q5488515"
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The following pages link to Unit root tests in three‐regime SETAR models (Q5488515):
Displayed 23 items.
- Adaptive consistent unit-root tests based on autoregressive threshold model (Q290942) (← links)
- Local unit roots and global stationarity of TARMA models (Q430852) (← links)
- Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests (Q553865) (← links)
- Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (Q1731378) (← links)
- Testing for a unit root in the nonlinear STAR framework (Q1868973) (← links)
- Unit root testing in presence of a double threshold process (Q2397962) (← links)
- The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications (Q2476609) (← links)
- Generating prediction bands for path forecasts from SETAR models (Q2691726) (← links)
- TESTING FOR A UNIT ROOT AGAINST TRANSITIONAL AUTOREGRESSIVE MODELS (Q2812318) (← links)
- Performance of unit-root tests for non linear unit-root and partial unit-root processes (Q2816436) (← links)
- The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
- Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) (← links)
- Vector equilibrium correction models with non‐linear discontinuous adjustments (Q3023043) (← links)
- Testing for a unit root in a stationary ESTAR process (Q3168911) (← links)
- Tests for a Unit Root Using Three-Regime TAR Models: Power Comparison and Some Applications (Q3183725) (← links)
- UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP (Q3551013) (← links)
- How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914) (← links)
- Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136) (← links)
- GLS detrending in nonlinear unit root test (Q5082878) (← links)
- A local unit root test in mean for financial time series (Q5222373) (← links)
- Testing for a unit root in a nonlinear quantile autoregression framework (Q5862504) (← links)
- 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 (Q5863644) (← links)
- Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)