Adaptive consistent unit-root tests based on autoregressive threshold model (Q290942): Difference between revisions

From MaRDI portal
Created claim: Wikidata QID (P12): Q126261422, #quickstatements; #temporary_batch_1719424804123
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Comportement asymptotique du temps d'occupation du processus des sommes partielles. (Asymptotical behavior of the occupation time of partial sums) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for Parameter Instability and Structural Change With Unknown Change Point / rank
 
Normal rank
Property / cites work
 
Property / cites work: Threshold Cointegration / rank
 
Normal rank
Property / cites work
 
Property / cites work: Threshold Autoregression with a Unit Root / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4040465 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Econometric specification of stochastic discount factor models / rank
 
Normal rank
Property / cites work
 
Property / cites work: STOCHASTIC UNIT ROOT MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4840212 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unit root tests in three‐regime SETAR models / 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: ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear Regressions with Integrated Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4226355 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence and empirical processes. With applications to statistics / rank
 
Normal rank

Revision as of 02:13, 12 July 2024

scientific article
Language Label Description Also known as
English
Adaptive consistent unit-root tests based on autoregressive threshold model
scientific article

    Statements

    Adaptive consistent unit-root tests based on autoregressive threshold model (English)
    0 references
    0 references
    0 references
    0 references
    3 June 2016
    0 references
    unit-root test
    0 references
    threshold autoregressive model
    0 references
    term structure of interest rates
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references