Tests for TAR models vs. star models -- a separate family of hypotheses approach (Q4558618)
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scientific article; zbMATH DE number 6983085
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| English | Tests for TAR models vs. star models -- a separate family of hypotheses approach |
scientific article; zbMATH DE number 6983085 |
Statements
TESTS FOR TAR MODELS VS. STAR MODELS--A SEPARATE FAMILY OF HYPOTHESES APPROACH (English)
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22 November 2018
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non-nested test
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separate family of hypotheses
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STAR model
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TAR model
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0.8446788191795349
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0.8404086828231812
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0.8134494423866272
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0.8084143400192261
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0.8005920052528381
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