About: SETAR models with GARCH errors

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	There is discussed self-exciting threshold autoregressive process with GARCH error. Classical example of Pippenger and Goering is repeated and new Monte Carlo study of the power of the Dickey-Fuller test for SETAR model with GARCH error is done. There is discussed self-exciting threshold autoregressive process with GARCH error. Classical example of Pippenger and Goering is repeated and new Monte Carlo study of the power of the Dickey-Fuller test for SETAR model with GARCH error is done. (en) V článku je diskutován SETAR (self-exciting threshold autoregressive) proces s GARCH chybou. Je zde zopakován klasický příklad Pippenbergra a Goeringa a je provedena nová Monte Carlo studie síly Dickey-Fullerova testu pro SETAR model s GARCH chybou. (cs)
Title	SETAR models with GARCH errors SETAR models with GARCH errors (en) SETAR modely s GARCH chybou (cs)
skos:prefLabel	SETAR models with GARCH errors SETAR models with GARCH errors (en) SETAR modely s GARCH chybou (cs)
skos:notation	RIV/49777513:23510/05:00000004!RIV06-GA0-23510___
http://linked.open.../vavai/riv/strany	49-52
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GA402/05/2394)
http://linked.open...iv/cisloPeriodika	0
http://linked.open...vai/riv/dodaniDat	2006
http://linked.open...aciTvurceVysledku	Potměšil, Jaroslav
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Západočeská univerzita v Plzni / Fakulta ekonomická
http://linked.open...dnocenehoVysledku	542446
http://linked.open...ai/riv/idVysledku	RIV/49777513:23510/05:00000004
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Self-Exciting Threshold Autoregressive process; SETAR model; GARCH Error; Power of the DF Test (en)
http://linked.open.../riv/klicoveSlovo	GARCH Error Power of the DF Test Self-Exciting Threshold Autoregressive process SETAR model
http://linked.open...odStatuVydavatele	CA - Kanada
http://linked.open...ontrolniKodProRIV	[BC9B324FF8BC]
http://linked.open...i/riv/nazevZdroje	IIAS - Transactions on System Research and Cybernetics
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Threshold autoregressive models and their applications in economics
http://linked.open...UplatneniVysledku	2005
http://linked.open...v/svazekPeriodika	5
http://linked.open...iv/tvurceVysledku	Potměšil, Jaroslav
issn	1609-8625
number of pages	4 (xsd:int)
http://localhost/t...ganizacniJednotka	23510

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