A simple specification procedure for the transition function in persistent nonlinear time series models
Year of publication: |
2014
|
---|---|
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 |
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