Unit Roots and Asymmetric Smooth Transitions (Q4956036)

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scientific article; zbMATH DE number 1452438
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Unit Roots and Asymmetric Smooth Transitions
scientific article; zbMATH DE number 1452438

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    Unit Roots and Asymmetric Smooth Transitions (English)
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    24 May 2000
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    Dickey-Fuller test
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    nonlinear trend
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    structural change detection
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    autoregression
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