Time-Varying Smooth Transition Autoregressive Models
| Year of publication: |
2003
|
|---|---|
| Authors: | Lundbergh, Stefan ; Teräsvirta, Timo ; Dijk, Dick van |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 21.2003, 1, p. 104-121
|