Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent (Q3548529)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 5382500
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent |
scientific article; zbMATH DE number 5382500 |
Statements
Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent (English)
0 references
15 December 2008
0 references
linearity tests
0 references
random walk
0 references
smooth transition models
0 references
Wald test
0 references
0 references
0.8718301057815552
0 references
0.8404792547225952
0 references
0.8277538418769836
0 references
0.8241165280342102
0 references
0.812394917011261
0 references
