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Outliers and persistence in threshold autoregressive processes
Yamin Ahmad
,
Luiggi Donayre
Economics (Duluth)
Research output
:
Contribution to journal
›
Article
›
peer-review
6
Scopus citations
Overview
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Dive into the research topics of 'Outliers and persistence in threshold autoregressive processes'. Together they form a unique fingerprint.
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Keyphrases
Threshold Autoregressive Model
100%
Additive Outliers
66%
Monte Carlo Simulation
33%
Outlying Observation
33%
Test Power
33%
Test Size
33%
Linearity Test
33%
Data Generating Process
33%
Mathematics
Outlier
100%
Autoregressive Model
100%
Threshold Autoregressive
100%
Monte Carlo Method
25%
Economics, Econometrics and Finance
Outlier
100%
Monte Carlo Simulation
25%