Smooth Transition Autoregressive Models -- A Survey of Recent Developments
| Year of publication: |
2002
|
|---|---|
| Authors: | Dijk, D.van ; Teräsvirta, T. ; Franses, P.H. |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 21.2002, 1, p. 1-48
|