A sign test for unit roots in a momentum threshold autoregressive process (Q2493864)
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scientific article; zbMATH DE number 5033133
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A sign test for unit roots in a momentum threshold autoregressive process |
scientific article; zbMATH DE number 5033133 |
Statements
A sign test for unit roots in a momentum threshold autoregressive process (English)
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16 June 2006
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recursive median adjustment
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heteroscedasticity
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monotone data transformation
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robustness
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0.915630578994751
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0.8785023093223572
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0.8375359177589417
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0.8362284898757935
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0.8241572380065918
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