Areosa, Waldyr Dutra; McAleer, Michael; Medeiros, Marcelo C. - In: Journal of Econometrics 165 (2011) 1, pp. 100-111
Nonlinear regression models have been widely used in practice for a variety of time series and cross-section datasets. For purposes of analyzing univariate and multivariate time series data, in particular, smooth transition regression (STR) models have been shown to be very useful for...