Random Walk Smooth Transition Autoregressive Models
| Year of publication: |
2006
|
|---|---|
| Authors: | Anderson, Heather M. ; Low, Chin Nam |
| Published in: |
Nonlinear time series analysis of business cycles. - Boston : Elsevier, ISBN 978-1-84950-833-9. - 2006, p. 247-281
|
| Subject: | Random Walk | Random walk | Autokorrelation | Autocorrelation | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Ökonometrisches Modell | Econometric model |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1016/S0573-8555(05)76010-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015385598