Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent (Q3548529): Difference between revisions
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Revision as of 12:46, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent |
scientific article |
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Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent (English)
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15 December 2008
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linearity tests
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random walk
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smooth transition models
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Wald test
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