STAR model with non-stationary transition variable

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elmst616
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Joined: Fri Apr 29, 2016 2:36 pm

STAR model with non-stationary transition variable

Postby elmst616 » Sat May 21, 2016 8:08 pm

In a STAR model, or any Threshold AR model for that matter, does the transition variable need to be stationary?
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