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Smooth Transition Autoregressive Models -- A Survey of Recent Developments
Dijk, D.van
;
Teräsvirta, T.
;
Franses, P.H.
- In:
Econometric reviews
21
(
2002
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10006896266
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Review of Modelling Nonlinear Economic Relationships
Granger, C.W.J.
;
Teräsvirta, T.
;
Campos, J.
- In:
Econometric reviews
17
(
1998
)
1
,
pp. 105
Persistent link: https://www.econbiz.de/10006920352
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