Stability in threshold VAR models

DOI10.1515/SNDE-2022-0099MaRDI QIDQ6645256zbMATH OpenFDO

Authors Pu Chen, Willi Semmler

Publication date 28 November 2024

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/SNDE-2022-0099

zbMATH Keywords

stationaritystabilitySETARregime switching vector models

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• scientific article; zbMATH DE number 3742453 (Why is no real title available?)
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