Time series test of nonlinear convergence and transitional dynamics
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Publication:1934880
DOI10.1016/j.econlet.2008.02.025zbMath1255.91347MaRDI QIDQ1934880
Terence Tai-Leung Chong, Melvin J. Hinich, Kian-Ping Lim, Venus Khim-Sen Liew
Publication date: 29 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: http://ir.unimas.my/id/eprint/26249/1/Time%20series.pdf
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F03: Parametric hypothesis testing
91B84: Economic time series analysis
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Cites Work
- Time-series based tests of the convergence hypothesis: Some positive results
- Testing for a unit root in the nonlinear STAR framework
- Interpreting tests of the convergence hypothesis
- Time-series tests of convergence and transitional dynamics
- Testing for catching-up periods in time-series convergence
- STRUCTURAL CHANGE IN AR(1) MODELS
- Testing linearity against smooth transition autoregressive models