Discriminating between competing STAR models

DOI10.1016/S0165-1765(02)00327-0zbMath1254.91646MaRDI QIDQ1927298

Yi-Ting Chen

Publication date: 1 January 2013

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

non-nested testpseudo-true score encompassing testSTAR model

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items

Corrigendum to: ``The pseudo-true score encompassing test for non-nested hypotheses ⋮ The pseudo-true score encompassing test for non-nested hypotheses.

Cites Work

• Alternative procedures and associated tests of significance for non- nested hypotheses
• The pseudo-true score encompassing test for non-nested hypotheses.
• The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
• ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
• Estimating the transition between two intersecting straight lines
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