Threshold unit root tests with smooth transitions

DOI10.1007/978-3-030-85254-2_2MaRDI QIDQ6637732

Funda Yurdakul, Mehmet Özcan

Publication date: 13 November 2024

zbMATH Keywords

Monte Carlo simulationsunit rootthreshold modelsmooth transition

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• On unit root testing with smooth transitions
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• A threshold AR(1) model
• Unit roots and smooth transitions
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• Threshold Autoregression with a Unit Root
• Asymmetric adjustment and smooth transitions: a combination of some unit root tests
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

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