Stability in threshold VAR models
Year of publication: |
2024
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Authors: | Chen, Pu ; Semmler, Willi |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 28.2024, 3, p. 531-544
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Subject: | regime switching vector models | SETAR | stability | stationarity | VAR-Modell | VAR model | Theorie | Theory | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis |
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