Estimation in threshold autoregressive models with a stationary and a unit root regime
Jiti Gao; Dag Tjøstheim; Jiying Yin
| Year of publication: |
2013
|
|---|---|
| Authors: | Gao, Jiti ; Tjostheim, Dag ; Yin, Jiying |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 172.2013, 1, p. 1-13
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| Subject: | Stochastischer Prozess | Stochastic process | Nichtlineare Regression | Nonlinear regression | Einheitswurzeltest | Unit root test | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009702338