Discriminating between competing STAR models
From MaRDI portal
Publication:1927298
DOI10.1016/S0165-1765(02)00327-0zbMath1254.91646MaRDI QIDQ1927298
Publication date: 1 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Related Items
Corrigendum to: ``The pseudo-true score encompassing test for non-nested hypotheses ⋮ The pseudo-true score encompassing test for non-nested hypotheses.
Cites Work
- Alternative procedures and associated tests of significance for non- nested hypotheses
- The pseudo-true score encompassing test for non-nested hypotheses.
- The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
- ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
- Several Tests for Model Specification in the Presence of Alternative Hypotheses
- Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
- Estimating the transition between two intersecting straight lines
- Unnamed Item
- Unnamed Item
This page was built for publication: Discriminating between competing STAR models