Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521)
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scientific article; zbMATH DE number 5373158
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for sign and amplitude asymmetries using threshold autoregressions |
scientific article; zbMATH DE number 5373158 |
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Testing for sign and amplitude asymmetries using threshold autoregressions (English)
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25 November 2008
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regime-switching
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LR test
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bootstrap
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subsampling
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Monte Carlo
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