Unit root tests in three‐regime SETAR models (Q5488515): Difference between revisions
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Latest revision as of 10:33, 30 July 2024
scientific article; zbMATH DE number 5055936
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit root tests in three‐regime SETAR models |
scientific article; zbMATH DE number 5055936 |
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Unit root tests in three‐regime SETAR models (English)
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22 September 2006
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SETAR models
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unit roots
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geometric ergodic processes
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threshold cointegration
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Monte Carlo simulations
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real exchange rates
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dread of depreciation
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tables
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