Maringer, Dietmar; Meyer, Mark - In: Studies in Nonlinear Dynamics & Econometrics 12 (2008) 1, pp. 1469-1469
It has been shown in the literature that the task of estimating the parameters of nonlinear models may be tackled with optimization heuristics. Thus, we attempt to carry these intuitions over to the estimation procedure of smooth transition autoregressive (STAR, Teräsvirta, 1994) models by...
