A sign test for unit roots in a momentum threshold autoregressive process (Q2493864)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A sign test for unit roots in a momentum threshold autoregressive process |
scientific article |
Statements
A sign test for unit roots in a momentum threshold autoregressive process (English)
0 references
16 June 2006
0 references
recursive median adjustment
0 references
heteroscedasticity
0 references
monotone data transformation
0 references
robustness
0 references
0 references
