Testing for smooth transition nonlinearity in partially nonstationary vector autoregressions (Q2479682)
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scientific article; zbMATH DE number 5256812
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| default for all languages | No label defined |
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| English | Testing for smooth transition nonlinearity in partially nonstationary vector autoregressions |
scientific article; zbMATH DE number 5256812 |
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Testing for smooth transition nonlinearity in partially nonstationary vector autoregressions (English)
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1 April 2008
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nonlinear adjustment
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smooth transition
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0.92448795
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0.9140673
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0.9048771
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0.9047332
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0.90175426
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0.8972235
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0.8954222
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