Stationarity and ergodicity of vector STAR models
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DOI: 10.1080/07474938.2019.1651489
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- Igor L. Kheifets & Pentti J. Saikkonen, 2018. "Stationarity and ergodicity of vector STAR models," Papers 1805.11311, arXiv.org, revised Aug 2019.
References listed on IDEAS
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Cited by:
- Andrea Bucci, 2024. "A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models," Papers 2406.02152, arXiv.org.
- James A. Duffy & Sophocles Mavroeidis & Sam Wycherley, 2022. "Cointegration with Occasionally Binding Constraints," Papers 2211.09604, arXiv.org, revised Jul 2023.
- Bucci, Andrea & Sanmarchi, Francesco & Santi, Luca & Golinelli, Davide, 2024. "Evaluating the nonlinear association between PM10 and emergency department visits," Socio-Economic Planning Sciences, Elsevier, vol. 93(C).
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