Estimation in threshold autoregressive models with a stationary and a unit root regime
Year of publication: |
2013
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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: | Einheitswurzeltest | Unit root test | Stochastischer Prozess | Stochastic process | Kleinste-Quadrate-Methode | Least squares method | Regressionsanalyse | Regression analysis | Nichtlineare Regression | Nonlinear regression | Theorie | Theory |
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