Testing for a unit root in a stationary ESTAR process (Q3168911): Difference between revisions

@@ Property / describes a project that uses @@
+ESTAR
@@ Property / describes a project that uses: ESTAR / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/07474938.2011.553511
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@@ Property / OpenAlex ID @@
+W2150258130
@@ Property / OpenAlex ID: W2150258130 / rank @@
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@@ Property / cites work @@
+Threshold Cointegration
@@ Property / cites work: Threshold Cointegration / rank @@
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@@ Property / cites work @@
+Adaptive consistent unit-root tests based on autoregressive threshold model
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@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Threshold Autoregression with a Unit Root
@@ Property / cites work: Threshold Autoregression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Limit Theory
@@ Property / cites work: Stochastic Limit Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Mixing: Properties and examples
@@ Property / cites work: Mixing: Properties and examples / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
+Normal rank
@@ Property / cites work @@
+Testing the adequacy of smooth transition autoregressive models
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@@ Property / cites work @@
+Q4397010
@@ Property / cites work: Q4397010 / rank @@
+Normal rank
@@ Property / cites work @@
+Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
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@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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@@ Property / cites work @@
+Unit root tests in three‐regime SETAR models
@@ Property / cites work: Unit root tests in three‐regime SETAR models / rank @@
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@@ Property / cites work @@
+Testing for a unit root in the nonlinear STAR framework
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@@ Property / cites work @@
+Linearity tests and stationarity
@@ Property / cites work: Linearity tests and stationarity / rank @@
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@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
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@@ Property / cites work @@
+Real shares and growth contributions in the previous year's price method with chaining
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+Testing for unit roots in autoregressive-moving average models of unknown order
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@@ Property / cites work @@
+Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent
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@@ Property / cites work @@
+SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
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