Testing and Modeling Multivariate Threshold Models (Q4541180)
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scientific article; zbMATH DE number 1773733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing and Modeling Multivariate Threshold Models |
scientific article; zbMATH DE number 1773733 |
Statements
30 July 2002
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arranged autoregression
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model change
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nonlinearity test
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predictive residuals
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recursive least squares
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threshold cointegration
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Akaike information criterion
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Testing and Modeling Multivariate Threshold Models (English)
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