Pages that link to "Item:Q553865"
From MaRDI portal
The following pages link to Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests (Q553865):
Displaying 3 items.
- The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
- Testing for a unit root in the nonlinear STAR framework (Q1868973) (← links)
- The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications (Q2476609) (← links)