Pages that link to "Item:Q3551013"
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The following pages link to UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP (Q3551013):
Displayed 8 items.
- Frequent or systematic changes? Discussion on ``Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection.'' (Q2131956) (← links)
- Unit root testing in presence of a double threshold process (Q2397962) (← links)
- Testing for cointegration with threshold adjustment in the presence of structural breaks (Q2697069) (← links)
- TESTING FOR A UNIT ROOT AGAINST TRANSITIONAL AUTOREGRESSIVE MODELS (Q2812318) (← links)
- Performance of unit-root tests for non linear unit-root and partial unit-root processes (Q2816436) (← links)
- Tests for a Unit Root Using Three-Regime TAR Models: Power Comparison and Some Applications (Q3183725) (← links)
- TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)
- Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)