Pages that link to "Item:Q2493864"
From MaRDI portal
The following pages link to A sign test for unit roots in a momentum threshold autoregressive process (Q2493864):
Displaying 6 items.
- Unit root tests for panel MTAR model with cross-sectionally dependent error (Q745497) (← links)
- Modified unit root tests and momentum threshold autoregressive processes. (Q1423155) (← links)
- A momentum-threshold autoregressive unit root test with increased power (Q1827547) (← links)
- Unit root testing in presence of a double threshold process (Q2397962) (← links)
- Robust Sign Test for the Unit Root Hypothesis of Autoregression (Q4618060) (← links)
- A note on stationarity of the MTAR process on the boundary of the stationarity region (Q5958402) (← links)