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~subject:"threshold cointegration"
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threshold cointegration
threshold autoregression
49
Autokorrelation
22
Autocorrelation
21
Zeitreihenanalyse
17
Threshold autoregression
16
Time series analysis
16
Estimation
13
Schätzung
13
Threshold Autoregression
12
Cointegration
11
Theorie
11
Kointegration
10
Theory
10
Estimation theory
6
Nichtlineare Regression
6
Nonlinear regression
6
Schätztheorie
6
bounce-back effects
6
business cycles
5
inventory investment
5
structural breaks
5
Covered Interest Parity
4
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Emerging Markets
4
Exchange rate
4
Nonlinear models
4
Strukturbruch
4
Threshold Autoregression (TAR) model
4
Wechselkurs
4
asymmetries
4
exchange rate
4
Asymptotic size
3
Autoregression (AR) model
3
Binary choice
3
Business cycle
3
Börsenkurs
3
Capital income
3
Confidence set
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Demand and Price Analysis
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English
1
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Seo, Myunghwan
2
Seo, Myung Hwan
1
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Econometric Society
1
London School of Economics (LSE)
1
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
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Econometric Society 2004 North American Summer Meetings
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LSE Research Online Documents on Economics
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RePEc
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1
Unit root test in a
threshold
autoregression
: asymptotic theory and residual-based block bootstrap
Seo, Myung Hwan
-
London School of Economics (LSE)
-
2005
contributions to the literature. First, an asymptotic theory is developed for unit root testing in a
threshold
autoregression
, in …
Persistent link: https://www.econbiz.de/10010928673
Saved in:
2
Unit Root Test in a
Threshold
Autoregression
: Asymptotic Theory and Residual-based Block Bootstrap
Seo, Myunghwan
-
Suntory and Toyota International Centres for Economics …
-
2005
contributions to the literature. First, an asymptotic theory is developed for unit root testing in a
threshold
autoregression
, in …
Persistent link: https://www.econbiz.de/10005797526
Saved in:
3
Unit Root Test in a
Threshold
Autoregression
: Asymptotic Theory and Residual-based Block Bootstrap
Seo, Myunghwan
-
Econometric Society
-
2004
contributions to the literature. First, an asymptotic theory is developed for unit root testing in a
threshold
autoregression
, in …
Persistent link: https://www.econbiz.de/10005342185
Saved in:
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