Smooth transition autoregressive models - A survey of recent developments
Year of publication: |
2000-06-09
|
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Authors: | van Dijk, Dick ; Franses, Philip Hans ; Terasvirta, T. |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | forecasting | impulse response analysis | model evalution | regime-switching models | time series model specification |
Extent: | application/pdf |
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Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 2000-23/A |
Source: |
-
Smooth transition autoregressive models - A survey of recent developments
Dijk, D.J.C. van, (2000)
-
Smooth Transition Autoregressive Models - A Survey of Recent Developments
van Dijk, Dick, (2000)
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SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
Dijk, Dick van, (2002)
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