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2004-11-16
英文文献:On tests for linearity against STAR models with deterministic trends
英文文献作者:Hendrik Kaufmann,Robinson Kruse,Philipp Sibbertsen
英文文献摘要:
Linearity testing against smooth transition autoregressive (STAR) models when deterministic trends are potentially present in the data is considered in this paper. As opposed to recently reported results in Zhang (2012), we show that linearity tests against STAR models lead to useful results in this setting.
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