Thresholds and smooth transitions in vector autoregressive models
Kirstin Hubrich and Timo Teräsvirta
| Year of publication: |
2013
|
|---|---|
| Authors: | Hubrich, Kirstin ; Teräsvirta, Timo |
| Published in: |
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims. - Bingley [u.a.] : Emerald, ISBN 978-1-78190-752-8. - 2013, p. 273-326
|
| Subject: | VAR-Modell | VAR model | Nichtlineare Regression | Nonlinear regression | Multivariate Analyse | Multivariate analysis | Kointegration | Cointegration | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010252324