Testing and Modeling Multivariate Threshold Models (Q4541180): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| label / en | label / en | ||
Testing and Modeling Multivariate Threshold Models | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2307/2669861 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4233447720 / rank | |||
Normal rank | |||
| Property / title | |||
Testing and Modeling Multivariate Threshold Models (English) | |||
| Property / title: Testing and Modeling Multivariate Threshold Models (English) / rank | |||
Normal rank | |||
Latest revision as of 19:17, 19 March 2024
scientific article; zbMATH DE number 1773733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing and Modeling Multivariate Threshold Models |
scientific article; zbMATH DE number 1773733 |
Statements
30 July 2002
0 references
arranged autoregression
0 references
model change
0 references
nonlinearity test
0 references
predictive residuals
0 references
recursive least squares
0 references
threshold cointegration
0 references
Akaike information criterion
0 references
Testing and Modeling Multivariate Threshold Models (English)
0 references
