The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Threshold Cointegration / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional-Coefficient Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root / rank
 
Normal rank
Property / cites work
 
Property / cites work: Trends versus Random Walks in Time Series Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear time series. Nonparametric and parametric methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4839957 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for a unit root in the nonlinear STAR framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied Time Series Econometrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing linearity against smooth transition autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for a unit root in time series regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for unit roots in autoregressive-moving average models of unknown order / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for Common Trends / rank
 
Normal rank
Property / cites work
 
Property / cites work: Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation in nonlinear time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space / rank
 
Normal rank
Property / cites work
 
Property / cites work: SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: On unit root testing with smooth transitions / rank
 
Normal rank

Latest revision as of 12:16, 17 July 2024

scientific article
Language Label Description Also known as
English
The univariate MT-STAR model and a new linearity and unit root test procedure
scientific article

    Statements

    The univariate MT-STAR model and a new linearity and unit root test procedure (English)
    0 references
    0 references
    0 references
    0 references
    23 November 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    nonlinearity
    0 references
    exponential smooth transition autoregressive model
    0 references
    unit roots
    0 references
    Monte Carlo simulations
    0 references
    real exchange rates
    0 references
    0 references