On non-stationary threshold autoregressive models (Q638764)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On non-stationary threshold autoregressive models |
scientific article |
Statements
On non-stationary threshold autoregressive models (English)
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14 September 2011
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explosive \(TAR(1)\) model
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least-squares estimator
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unit roots
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TAR(1) model
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