Theory and Applications of TAR Model with Two Threshold Variables (Q5080144)
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scientific article; zbMATH DE number 7534042
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Theory and Applications of TAR Model with Two Threshold Variables |
scientific article; zbMATH DE number 7534042 |
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Theory and Applications of TAR Model with Two Threshold Variables (English)
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31 May 2022
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bootstrapping
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likelihood ratio test
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misspecification
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threshold autoregressive model
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