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Testing for threshold regulation in presence of measurement error - MaRDI portal

Testing for threshold regulation in presence of measurement error

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Publication:6593369

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DOI10.5705/ss.202022.0125MaRDI QIDQ6593369

Greta Goracci, Kung-Sik Chan, Simone Giannerini, Howell Tong

Publication date: 26 August 2024

Published in: Statistica Sinica (Search for Journal in Brave)

zbMATH Keywords

purchasing power parity Lagrange multiplier test threshold autoregressive moving-average model

Mathematics Subject Classification ID

Statistics (62-XX)

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