ESTAR
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Cited in
(14)- Testing for unit root in nonlinear heterogeneous panels
- An alternative procedure to test for cointegration in STAR models
- Tests for linearity in star models: SupWald and LM-type tests
- The power of unit root tests against nonlinear local alternatives
- Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
- Selecting nonlinear time series models using information criteria
- Testing for a unit root in a stationary ESTAR process
- Metrics for agent observers
- THE FORMULAS FOR THE SECONDARY ELECTRON YIELD AT HIGH INCIDENT ELECTRON ENERGY FROM GOLD AND ALUMINUM
- Forecasting performance of logistic STAR model: an alternative version to the original LSTAR models
- A new unit root test against ESTAR based on a class of modified statistics
- Purchasing power parity analyzed through a continuous-time version of the ESTAR model
- Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
- M-estimator based unit root tests in the ESTAR framework
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