Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent
Year of publication: |
2008
|
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Authors: | Sandberg, Rickard |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 11.2008, 3, p. 638-647
|
Subject: | Theorie | Theory | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation |
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