Testing for a unit root in the nonlinear STAR framework (Q1868973): Difference between revisions

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+Threshold Cointegration
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+Threshold Autoregression with a Unit Root
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+Normal rank
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+Q3753259
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+Normal rank
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Q4397010
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+Normal rank
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+Testing for unit roots in heterogeneous panels.
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+Normal rank
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+Unit root tests in three‐regime SETAR models
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+Normal rank
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+Q2783445
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+Normal rank
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+Testing linearity against smooth transition autoregressive models
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+Q3525852
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+Normal rank
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+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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+A floor and ceiling model of US output
@@ Property / cites work: A floor and ceiling model of US output / rank @@
+Normal rank
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+Testing for a unit root in time series regression
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+Normal rank
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
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+Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space
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+SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
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