Theory study and empirical analysis on nonlinearity tests for an LSTAR model with two thresholds (Q2858360)
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scientific article; zbMATH DE number 6229584
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Theory study and empirical analysis on nonlinearity tests for an LSTAR model with two thresholds |
scientific article; zbMATH DE number 6229584 |
Statements
19 November 2013
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LSTAR model with two thresholds
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nonlinearity test
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mean reversion of exchange rates
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Theory study and empirical analysis on nonlinearity tests for an LSTAR model with two thresholds (English)
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