Estimation in Threshold Autoregressive Models with a Stationary and a Unit Root Regime
Year of publication: |
2010
|
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Authors: | Gao, Jiti ; Tjøstheim, Dag ; Yin, Jiying |
Publisher: |
[S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Nichtlineare Regression | Nonlinear regression | Einheitswurzeltest | Unit root test | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method | Regressionsanalyse | Regression analysis |
Extent: | 1 Online-Ressource (29 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 15, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1677744 [DOI] |
Classification: | C23 - Models with Panel Data ; C25 - Discrete Regression and Qualitative Choice Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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