A simple specification procedure for the transition function in persistent nonlinear time series models
Hendrik Kaufmann; Robinson Kruse; Philipp Sibbertsen
| Year of publication: |
2014
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|---|---|
| Authors: | Kaufmann, Hendrik ; Kruse, Robinson ; Sibbertsen, Philipp |
| Published in: |
Recent advances in estimating nonlinear models : with applications in economics and finance. - New York, NY [u.a.] : Springer, ISBN 1-4614-8059-0. - 2014, p. 169-191
|
| Subject: | Threshold model | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Modellierung | Scientific modelling | Einheitswurzeltest | Unit root test |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011406769