Effects of filtering data on testing asymmetry in threshold autoregressive models (Q2691680)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effects of filtering data on testing asymmetry in threshold autoregressive models |
scientific article |
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Effects of filtering data on testing asymmetry in threshold autoregressive models (English)
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30 March 2023
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band pass filter
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Hodrick-Prescott filter
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moving average filter
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simulation
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threshold autoregression
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