A bivariate threshold time series model for analyzing Australian interest rates (Q2486187): Difference between revisions

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A bivariate threshold time series model for analyzing Australian interest rates
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    A bivariate threshold time series model for analyzing Australian interest rates (English)
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    5 August 2005
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    Arranged autoregression
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    Bivariate time series
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    Model change
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    Nonlinearity test
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