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1
Detection of regime switches between stationary and nonstationary processes and economc forecasting
Fukuda, Kosei
- In:
Journal of forecasting
24
(
2005
)
4
,
pp. 255-267
Persistent link: https://www.econbiz.de/10003007229
Saved in:
2
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
3
Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh
;
Yu, Xuewen
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012504451
Saved in:
4
Unit root quantile autoregression testing using covariates
Galvão Júnior, Antônio Fialho
- In:
Journal of econometrics
152
(
2009
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10003892736
Saved in:
5
A robust Bayesian approach for unit root testing
Conigliani, Caterina
;
Spezzaferri, Fulvio
- In:
Econometric theory
23
(
2007
)
3
,
pp. 440-463
Persistent link: https://www.econbiz.de/10003541250
Saved in:
6
Effects of asymmetric adjustment among labor productivity, labor demand, and exchange rate using threshold cointegration test
Chang, Shu Chen
- In:
Emerging markets finance & trade : a journal of the …
46
(
2010
)
6
,
pp. 55-68
Persistent link: https://www.econbiz.de/10009238983
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7
Testing the Unit root hypothesis against TAR nonlinearity using STAR-based tests
Sollis, Robert
- In:
Economics letters
112
(
2011
)
1
,
pp. 19-22
Persistent link: https://www.econbiz.de/10009242181
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8
Uniform asymptotic normality in stationary and unit root autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1117-1151
Persistent link: https://www.econbiz.de/10009489719
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9
Testing for unit roots in three-regime SETAR models : application to the United States per capita real health care expenditure time series
Murthy, Vasudeva N. R.
- In:
The empirical economics letters : a monthly …
14
(
2015
)
4
,
pp. 307-314
Persistent link: https://www.econbiz.de/10011418844
Saved in:
10
Outliers and persistence in threshold autoregressive processes
Ahmad, Yamin
;
Donayre, Luiggi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 37-56
Persistent link: https://www.econbiz.de/10011431114
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