Jointly testing linearity and nonstationarity within threshold autoregressions

by Jean-Yves Pitarakis

Year of publication:	2012
Authors:	Pitarakis, Jean-Yves
Publisher:	Southampton : University of Southampton, School of Social Sciences, Economics Division
Subject:	Threshold Autoregressive Models \| Unit Roots \| Near Unit Roots \| Brownian Bridge \| Augmented Dickey Fuller Test \| Einheitswurzeltest \| Unit root test \| Zeitreihenanalyse \| Time series analysis \| Autokorrelation \| Autocorrelation \| Stochastischer Prozess \| Stochastic process \| Schätztheorie \| Estimation theory \| Schätzung \| Estimation

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