Adaptive consistent unit-root tests based on autoregressive threshold model (Q290942): Difference between revisions
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Revision as of 02:45, 20 March 2024
scientific article
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English | Adaptive consistent unit-root tests based on autoregressive threshold model |
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Adaptive consistent unit-root tests based on autoregressive threshold model (English)
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3 June 2016
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unit-root test
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threshold autoregressive model
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term structure of interest rates
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