Jointly testing linearity and nonstationarity within threshold autoregressions
Year of publication: |
2012
|
---|---|
Authors: | Pitarakis, Jean-Yves |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 117.2012, 2, p. 411-413
|
Subject: | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
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