Testing for smooth transition nonlinearity in partially nonstationary vector autoregressions

zbMath1132.62072MaRDI QIDQ2479682

Byeongseon Seo

Publication date: 1 April 2008

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

zbMATH Keywords

smooth transitionnonlinear adjustment

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Non-Markovian processes: hypothesis testing (62M07)

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