The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501): Difference between revisions
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Revision as of 01:11, 1 March 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 |
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The univariate MT-STAR model and a new linearity and unit root test procedure (English)
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23 November 2018
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nonlinearity
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exponential smooth transition autoregressive model
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unit roots
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Monte Carlo simulations
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real exchange rates
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