ESTAR
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Software:15727
swMATH3194MaRDI QIDQ15727FDOQ15727
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Cited In (14)
- Testing for a unit root in a stationary ESTAR process
- THE FORMULAS FOR THE SECONDARY ELECTRON YIELD AT HIGH INCIDENT ELECTRON ENERGY FROM GOLD AND ALUMINUM
- A new unit root test against ESTAR based on a class of modified statistics
- Testing for unit root in nonlinear heterogeneous panels
- An alternative procedure to test for cointegration in STAR models
- Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
- Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
- Tests for linearity in star models: SupWald and LM-type tests
- M-estimator based unit root tests in the ESTAR framework
- Forecasting performance of logistic STAR model: an alternative version to the original LSTAR models
- The power of unit root tests against nonlinear local alternatives
- Purchasing power parity analyzed through a continuous-time version of the ESTAR model
- Metrics for agent observers
- Selecting nonlinear time series models using information criteria
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