Testing linearity against smooth transition autoregression using a parametric bootstrap
Year of publication: |
1998 ; Rev. version
|
---|---|
Authors: | Skalin, Joakim |
Institutions: | Ekonomiska forskningsinstitutet <Stockholm> (contributor) |
Publisher: |
Stockholm : Economic Research Inst. |
Subject: | Theorie | Theory | Simulation | Zeitreihenanalyse | Time series analysis | Bootstrap-Verfahren | Bootstrap approach |
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