Search Results - subject:"Smooth Transition Autoregressive"

Ãcal, Nadir - In: Studies in Nonlinear Dynamics & Econometrics 4 (2000) 3, pp. 123-135

the class of smooth-transition autoregressive (STAR) models, it is assumed that the economy can be in one of two states …

Persistent link: https://www.econbiz.de/10005584874

Öcal, Nadir; Osborn, Denise R. - In: Journal of applied econometrics 15 (2000) 1, pp. 27-43

Persistent link: https://www.econbiz.de/10001465097

Dijk, Dick van; Teräsvirta, Timo; Franses, Philip Hans - 2000

Persistent link: https://www.econbiz.de/10001486254

Sarantis, Nicholas - In: Journal of international money and finance 18 (1999) 1, pp. 27-45

Persistent link: https://www.econbiz.de/10001381631