Effects of filtering data on testing asymmetry in threshold autoregressive models
Jing Li
| Year of publication: |
Dez 2016
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|---|---|
| Authors: | Li, Jing |
| 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. 20.2016, 5, p. 549-565
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| Subject: | Band Pass filter | Hodrick-Prescott filter | moving average filter | simulation | threshold autoregression | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Simulation | Schätztheorie | Estimation theory | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2015-0016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011649160