Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests (Q553865): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root / 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: Testing linearity against smooth transition autoregressive models / rank | |||
Normal rank | |||
Revision as of 08:02, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests |
scientific article |
Statements
Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests (English)
0 references
28 July 2011
0 references
unit roots
0 references
power
0 references
