The analysis of threshold cointegration model in nonlinear time series has been regarded as one of the core areas of research in statistics and econometrics. Recently, numerous studies related to threshold cointegration model have been appear in theory and application.
门限同积模型是金融时间序列分析和计量经济学中的一类重要非线性时间序列模型,对该模型理论问题和应用问题的研究是当前宏观经济领域中研究的热点问题之一,引起国内外众多学者的关注。
参考来源 - 门限同积模型参数估计和门限检验的研究·2,447,543篇论文数据，部分数据来源于NoteExpress
应用推荐