Testing the adequacy of smooth transition autoregressive models (Q1126494): Difference between revisions

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Latest revision as of 16:13, 24 May 2024

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Testing the adequacy of smooth transition autoregressive models
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    Testing the adequacy of smooth transition autoregressive models (English)
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    26 June 1997
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    Lagrange multiplier test
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    STAR models
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    residual nonlinearity test
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    nonlinear time series models
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    specification
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    estimation
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    evaluation
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    hypothesis of no error autocorrelation
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    hypothesis of no remaining nonlinearity
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    parameter constancy
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    simulation
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    small samples
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