Detection of stationarity in nonlinear processes: a comparison between structural breaks and three-regime TAR models
DOI10.2202/1558-3708.1704zbMATH Open1202.62120OpenAlexW2282005722MaRDI QIDQ3064342FDOQ3064342
Authors: Daiki Maki 
Publication date: 21 December 2010
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2202/1558-3708.1704
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