Cointegrating smooth transition regressions
Year of publication: |
2004
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Authors: | Saikkonen, Pentti ; Choi, In |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 20.2004, 2, p. 301-340
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Subject: | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Währungskrise | Currency crisis | Zins | Interest rate | Wechselkurs | Exchange rate | Südkorea | South Korea | Indonesien | Indonesia |
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