Pages that link to "Item:Q2029206"
From MaRDI portal
The following pages link to Linearity tests and stochastic trend under the STAR framework (Q2029206):
Displaying 9 items.
- Linearity tests under the null hypothesis of a random walk with drift (Q284192) (← links)
- Test for linearity against STAR models with deterministic trends (Q433703) (← links)
- On tests for linearity against STAR models with deterministic trends (Q1925898) (← links)
- A simple test for linearity against exponential smooth transition models with endogenous variables (Q2440457) (← links)
- Tests for linearity in star models: SupWald and LM-type tests (Q2817313) (← links)
- Theory study and empirical analysis on nonlinearity tests for an LSTAR model with two thresholds (Q2858360) (← links)
- Linearity tests and stationarity (Q3156186) (← links)
- Testing for significance in binary choice model with stochastic trend process (Q3180027) (← links)
- Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent (Q3548529) (← links)