Unit root testing in presence of a double threshold process (Q2397962)
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scientific article; zbMATH DE number 6760010
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Unit root testing in presence of a double threshold process |
scientific article; zbMATH DE number 6760010 |
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Unit root testing in presence of a double threshold process (English)
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14 August 2017
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threshold autoregressive process
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stationarity
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unit root test
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0.8470531105995178
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0.8362284898757935
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0.8302489519119263
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0.8302489519119263
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0.8188821077346802
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