Testing the adequacy of smooth transition autoregressive models (Q1126494)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the adequacy of smooth transition autoregressive models |
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Testing the adequacy of smooth transition autoregressive models (English)
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26 June 1997
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Lagrange multiplier test
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STAR models
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residual nonlinearity test
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nonlinear time series models
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specification
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estimation
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evaluation
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hypothesis of no error autocorrelation
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hypothesis of no remaining nonlinearity
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parameter constancy
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simulation
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small samples
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