Adaptive consistent unit-root tests based on autoregressive threshold model (Q290942): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F03 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / zbMATH DE Number: 6589300 / rank | |||
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unit-root test | |||
| Property / zbMATH Keywords: unit-root test / rank | |||
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threshold autoregressive model | |||
| Property / zbMATH Keywords: threshold autoregressive model / rank | |||
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term structure of interest rates | |||
| Property / zbMATH Keywords: term structure of interest rates / rank | |||
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Revision as of 19:45, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive consistent unit-root tests based on autoregressive threshold model |
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Adaptive consistent unit-root tests based on autoregressive threshold model (English)
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3 June 2016
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unit-root test
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threshold autoregressive model
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term structure of interest rates
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