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Stability in threshold VAR models - MaRDI portal

Stability in threshold VAR models (Q6645256)

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scientific article; zbMATH DE number 7950958
Language Label Description Also known as
English
Stability in threshold VAR models
scientific article; zbMATH DE number 7950958

    Statements

    title
    Stability in threshold VAR models (English)
    0 references
    author
    Pu Chen
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    Willi Semmler
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    publication date
    28 November 2024
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    zbMATH Keywords
    regime switching vector models
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    SETAR
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    stability
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    stationarity
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    cites work
    Q5434009
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    Q3999154
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    Q3928091
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    Identifiers

    zbMATH DE Number
    7950958
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