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A Comparison of Likelihood Ratio Test and CUSUM Test for Threshold Autoregression
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A Comparison of Likelihood Ratio Test and CUSUM Test for Threshold Autoregression (1988)A Comparison of Likelihood Ratio Test and…Testing for (non)linearity in economic time series: a Monte Carlo comparison (2014)Testing for (non)linearity in…Robustness of alternative non‐linearity tests for SETAR models (2004)Robustness of alternative non…Forecasting with Univariate Box‐Jenkins Models (1983)Testing Linearity Against Smooth Transition Autoregressive Models (1988)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Generalized autoregressive conditional heteroskedasticity (1986)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A test for independence based on the correlation dimension (1996)
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  • 2004Robustness of alternative non‐linearity tests for SETAR models18 cited
  • 2014Testing for (non)linearity in economic time series: a Monte Carlo comparison12 cited

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