Pages that link to "Item:Q1925932"
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The following pages link to Jointly testing linearity and nonstationarity within threshold autoregressions (Q1925932):
Displaying 5 items.
- Testing for joint significance in nonstationary ordered choice model (Q500513) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- Testing for Common Structures in a Panel of Threshold Models (Q3435685) (← links)
- A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series (Q3753349) (← links)
- A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models (Q4546739) (← links)