A robust algorithm for parameter estimation in smooth transition autoregressive models
Stelios D. Bekiros
| Year of publication: |
2009
|
|---|---|
| Authors: | Bekiros, Stelios D. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 103.2009, 1, p. 36-38
|
| Subject: | Autokorrelation | Autocorrelation | Ökonometrisches Modell | Econometric model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003838928