Unit root tests in three‐regime SETAR models (Q5488515)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Unit root tests in three‐regime SETAR models |
scientific article; zbMATH DE number 5055936
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit root tests in three‐regime SETAR models |
scientific article; zbMATH DE number 5055936 |
Statements
Unit root tests in three‐regime SETAR models (English)
0 references
22 September 2006
0 references
SETAR models
0 references
unit roots
0 references
geometric ergodic processes
0 references
threshold cointegration
0 references
Monte Carlo simulations
0 references
real exchange rates
0 references
dread of depreciation
0 references
tables
0 references
0 references
