Heinen, Florian - Universität <Hannover> / Wirtschaftswissenschaftliche … - 2010
we first treat how to choosean adequate transition function and then contribute to the evaluation stage by proposing … nonlinear
time series models of specification, estimation and evaluation we first treat how to choose
an adequate transition … exchange rate data.
JEL-Numbers: C12, C22, C52
Keywords: Nonlinearities · Smooth transition · Specification testing · Real …