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Theory study and empirical analysis on nonlinearity tests for an LSTAR model with two thresholds - MaRDI portal

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
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Theory study and empirical analysis on nonlinearity tests for an LSTAR model with two thresholds
scientific article; zbMATH DE number 6229584

    Statements

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    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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