Jointly testing linearity and nonstationarity within threshold autoregressions (Q1925932)
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scientific article; zbMATH DE number 6118433
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| English | Jointly testing linearity and nonstationarity within threshold autoregressions |
scientific article; zbMATH DE number 6118433 |
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Jointly testing linearity and nonstationarity within threshold autoregressions (English)
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27 December 2012
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threshold autoregressive models
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near unit roots
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Brownian bridge
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augmented Dickey-Fuller test
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0.824627161026001
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0.8188637495040894
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0.8161307573318481
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0.8159918785095215
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