Thresholds and Smooth Transitions in Vector Autoregressive Models (Q3295730)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Thresholds and Smooth Transitions in Vector Autoregressive Models |
scientific article |
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Thresholds and Smooth Transitions in Vector Autoregressive Models (English)
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10 July 2020
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common nonlinearity
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impulse response analysis
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linearity testing
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multivariate nonlinear model
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nonlinear cointegration
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threshold estimation
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