Unit root tests in three‐regime SETAR models (Q5488515): Difference between revisions

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+Adaptive consistent unit-root tests based on autoregressive threshold model
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+Threshold Autoregression with a Unit Root
@@ Property / cites work: Threshold Autoregression with a Unit Root / rank @@
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+A multiple-threshold AR(1) model
@@ Property / cites work: A multiple-threshold AR(1) model / rank @@
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+Stochastic Limit Theory
@@ Property / cites work: Stochastic Limit Theory / rank @@
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+Q3241504
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+Testing for a unit root in the nonlinear STAR framework
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+Impulse response analysis in nonlinear multivariate models
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+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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+A floor and ceiling model of US output
@@ Property / cites work: A floor and ceiling model of US output / rank @@
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+Stability results for nonlinear error correction models
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+Q3999154
@@ Property / cites work: Q3999154 / rank @@
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+Testing and Modeling Multivariate Threshold Models
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+Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space
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+Publication:5488515