另一比率法发生。因此,运用传统线性面板数据模型进行路径敛散性问题的检验可能会得到有偏甚至无效的结论,而通过构建包含不同区制的门限自回归(Threshold Autoregressive, TAR)模型,则可以解决此问题。在相关的研究中,Tsay(1998)采用多元TAR模型研究排除存在单位根可能
基于10个网页-相关网页
threshold autoregressive model 门限自回归模型 ; 门槛自我回归模型
threshold autoregressive models 门限自回归模型
Momentum Threshold Autoregressive 惯性门限自回归模型
Bi-Threshold autoregressive model 双门限自回归模型
Self Excited Threshold Autoregressive 自激门限自回归
subset threshold autoregressive model 子集门限自回归模型
self-excited threshold autoregressive 自激励门限自回归
self excited threshold autoregressive model 自激励门限自回归模型
self-excited threshold autoregressive model 自激励门限自回归模型
Threshold autoregressive models are widely used in time series applications.
门限自回归模型被广泛地用于许多领域。
Threshold autoregressive model (TAR) is a nonlinear sequential model which is segmentedly linear.
门限自回归模型(TAR)是一种分段线性的非线性时间序列模型。
The threshold autoregressive model is a kind of non-linear time series model recently established.
门限自回归模型是一种新近创立的非线性时间序列摸型。
应用推荐