Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Dakyung Seong, Jin Seo Cho, and Timo Teräsvirta
| Year of publication: |
2022
|
|---|---|
| Authors: | Seong, Dakyung ; Cho, Jin Seo ; Teräsvirta, Timo |
| Subject: | linearity test | multivariate Gaussian process | QLR test statistic | STAR model | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2022.2091713 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013364922