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Testing linearity against smooth transition autoregressive models |
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| Authors: | LUUKKONEN RITVA; SAIKKONEN PENTTI; TERASVIRTA TIMO |
| Institution: | Institute of Occupational Health SF-00250 Helsinki, Finland Department of Statistics, University of Helsinki SF-00100 Helsinki, Finland Research Institute of the Finnish Economy SF-00120 Helsinki, Finland |
| Abstract: | |
| Keywords: | Lagrange multiplier type test Linear time series model Nonlinearity Threshold autoregressive model Univariate time series |
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