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 |
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