Random Walk Smooth Transition Autoregressive Models
Year of publication: |
2006
|
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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 |
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