On non-stationary threshold autoregressive models (Q638764)
From MaRDI portal
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)
0 references
14 September 2011
0 references
explosive \(TAR(1)\) model
0 references
least-squares estimator
0 references
unit roots
0 references
TAR(1) model
0 references
0 references
0 references
