Detection of stationarity in nonlinear processes : a comparison between structural breaks and three-regime TAR models
Daiki Maki
| Year of publication: |
2010
|
|---|---|
| Authors: | Maki, Daiki |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 14.2010, 4, p. 1-41
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.2202/1558-3708.1704 [DOI] |
| Source: |
Persistent link: https://www.econbiz.de/10009949976