Modified unit root tests and momentum threshold autoregressive processes. (Q1423155)
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scientific article; zbMATH DE number 2041620
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified unit root tests and momentum threshold autoregressive processes. |
scientific article; zbMATH DE number 2041620 |
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Modified unit root tests and momentum threshold autoregressive processes. (English)
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14 February 2004
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Unit root tests
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Weighted symmetric estimation
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Local-to-unity detrending
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Forward and reverse regressions
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Recursive mean adjustment
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Momentum threshold autoregression
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