State-dependent threshold smooth transition autoregressive models
Michael J. Dueker, Zacharias Psaradakis, Martin Sola and Fabio Spagnolo
| Year of publication: |
2013
|
|---|---|
| Authors: | Dueker, Michael ; Psaradakis, Zacharias G. ; Sola, Martin ; Spagnolo, Fabio |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 75.2013, 6, p. 835-854
|
| Subject: | Autokorrelation | Autocorrelation | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010240900