Testing nonlinearity: decision rules for selecting between logistic and exponential STAR models
Year of publication: |
2001
|
---|---|
Authors: | Escribano, Álvaro ; Jordà, Òscar |
Published in: |
Spanish economic review : SER. - Berlin [u.a.] : Springer, ISSN 1435-5469, ZDB-ID 1469301-X. - Vol. 3.2001, 3, p. 193-209
|
Subject: | STAR | Smooth Transition Autoregressive | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
-
Essays on modeling nonlinear time series
Bruin, Paul de, (2002)
-
Smooth transition autoregressive models : a survey of recent developments
Dijk, Dick van, (2000)
-
Random walk smooth transition autoregressive models
Anderson, Heather M., (2006)
- More ...
-
Decision rules for selecting between exponential and logistic STAR
Escribano, Álvaro, (1998)
-
Escribano, Álvaro, (2011)
-
Blazsek, Szabolcs, (2014)
- More ...