Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent (Q3548529)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent |
scientific article |
Statements
Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent (English)
0 references
15 December 2008
0 references
linearity tests
0 references
random walk
0 references
smooth transition models
0 references
Wald test
0 references
0 references
