Smooth transitions, asymmetric adjustment and unit roots
Year of publication: |
2014
|
---|---|
Authors: | Cuestas, Juan Carlos ; Ordóñez, Javier |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 21.2014, 13/15, p. 969-972
|
Subject: | unit roots | nonlinear trends | exponential smooth transition autoregressive model | structural change | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Einheitswurzeltest | Unit root test | Autokorrelation | Autocorrelation | Nichtlineare Regression | Nonlinear regression | Strukturwandel | Structural change |
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