Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent (Q3548529)
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scientific article; zbMATH DE number 5382500
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| English | Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent |
scientific article; zbMATH DE number 5382500 |
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Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent (English)
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15 December 2008
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linearity tests
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random walk
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smooth transition models
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Wald test
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0.8718301057815552
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0.8404792547225952
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0.8277538418769836
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0.8241165280342102
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0.812394917011261
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