Some New Results for Threshold AR(1) Models.
- Published in:
- Journal of Time Series Econometrics, 2011, v. 3, n. 2, p. 1, doi. 10.2202/1941-1928.1085
- By:
- Publication type:
- Article
Works matching IS 19411928 AND DT 2011 AND VI 3 AND IP 2
Results: 4
1
2
Nonparametric Unit Root Test and Structural Breaks.
- Published in:
- Journal of Time Series Econometrics, 2011, v. 3, n. 2, p. 1, doi. 10.2202/1941-1928.1048
- By:
- Publication type:
- Article
3
Detection of Additive Outliers in Seasonal Time Series.
- Published in:
- Journal of Time Series Econometrics, 2011, v. 3, n. 2, p. 1, doi. 10.2202/1941-1928.1043
- By:
- Publication type:
- Article
4
Estimating Autocorrelations in the Presence of Deterministic Trends.
- Published in:
- Journal of Time Series Econometrics, 2011, v. 3, n. 2, p. 1, doi. 10.2202/1941-1928.1022
- By:
- Publication type:
- Article