✦ LIBER ✦

Testing linearity against smooth transition autoregressive models

✍ Scribed by LUUKKONEN, RITVA; SAIKKONEN, PENTTI; TERÄSVIRTA, TIMO

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing the adequacy of smooth transitio

✍ Øyvind Eitrheim; Timo Teräsvirta 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 960 KB

Simulation-based Finite Sample Linearity

✍ Andrés González; Timo Teräsvirta 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 527 KB

Time-Varying Smooth Transition Autoregre

✍ Lundbergh, Stefan; Teräsvirta, Timo; van Dijk, Dick 📂 Article 📅 2003 🏛 American Statistical Association 🌐 English ⚖ 620 KB

Testing linearity in cointegrating smoot

✍ In Choi; Pentti Saikkonen 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 189 KB

A simple test for linearity against expo

✍ Daniele Massacci 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 229 KB

Critical values for linearity tests in t

✍ Rickard Sandberg 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 508 KB