Conditional Threshold Autoregression (CoTAR)
Year of publication: |
[2022]
|
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Authors: | Motegi, Kaiji ; Dennis, Jay ; Hamori, Shigeyuki |
Publisher: |
[S.l.] : SSRN |
Subject: | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 9, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3960058 [DOI] |
Classification: | C22 - Time-Series Models ; C24 - Truncated and Censored Models ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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