Pages that link to "Item:Q3632413"
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The following pages link to REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE ASYMPTOTICS FOR UNIT ROOT TESTS (Q3632413):
Displaying 3 items.
- Random coefficient autoregression, regime switching and long memory (Q4467509) (← links)
- Asymptotic properties of autoregressive regime-switching models (Q4921824) (← links)
- Testing the term structure of interest rates using a stationary vector autoregression with regime switching (Q5894587) (← links)