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person:"Teräsvirta, Timo"
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VAR-Modell
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Teräsvirta, Timo
Marcellino, Massimiliano
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Carriero, Andrea
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Hecq, Alain W. J.
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Kapetanios, George
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McAleer, Michael
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VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
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2013
Persistent link: https://www.econbiz.de/10009751844
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Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
- In:
VAR models in macroeconomics - new developments and …
,
(pp. 273-326)
.
2013
Persistent link: https://www.econbiz.de/10010252324
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