Search Results - subject:"smooth transition technique"

Brannolte, Cord; Hansen, Gerd; Kim, Jeong-Ryeol - In: Jahrbücher für Nationalökonomie und Statistik 219 (1999) 3-4, pp. 271-283

in the money market are analysed by means of the smooth transition technique introduced by Granger and Teräsvirta (1993 …

Persistent link: https://www.econbiz.de/10014608696

Brannolte, Cord; Hansen, Gerd; Kim, Jeong-Ryeol - In: Journal of Economics and Statistics (Jahrbuecher fuer … 219 (1999) 3+4, pp. 271-283

money market are analyzed by means of the smooth transition technique introduced by Granger and Terasvirta (1993). Tests for …

Persistent link: https://www.econbiz.de/10008596483