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This paper considers a general model specification test for nonlinear multivariate cointegrating regressions where the regressor consists of a univariate integrated time series and a vector of stationary time series. The regressors and the errors are generated from the same innovations, so that the model accommodates endogeneity. A new and simple test is proposed, and the resulting asymptotic theory...
This paper treats estimation in a class of new nonlinear threshold autoregressive models with both a stationary and a unit root regime. Existing literature on nonstationary threshold models has basically focused on models where the nonstationarity can be removed by differencing and/or where the threshold variable is stationary. This is not the case for the process we consider, and nonstandard estimation...
This paper introduces a new approach based on binarized Gabor filters and Hough transform to reconstruct Chinese chessboard by computation. Firstly, Gabor transform is performed directly on an original color image of chessboard to obtain Gabor filters in which only interested lines are kept by selecting appropriate parameters. Secondly, Gabor filters image is binarized and thinned and then lines are...
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