In this theory, a set of threshold autoregression models are used to precisely describe the time series with discontinuous adjustment paths. There are two key points to study.
该理论使用门限自回归(TAR)模型精确的刻画时间序列对长期均衡的非连续趋回调节。
参考来源 - 基于均衡误差项的门限协整的理论研究与应用·2,447,543篇论文数据,部分数据来源于NoteExpress
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