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):
Displaying 12 items.
- Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710) (← links)
- Modified unit root tests and momentum threshold autoregressive processes. (Q1423155) (← links)
- 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)
- Testing for threshold regulation in presence of measurement error (Q6593369) (← links)
- Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models (Q6616611) (← links)
