Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models

Teräsvirta TimoAnderson Heather M.

Journal of Applied Econometrics, Vol. 7, 1992:S119-S136.

not published by ETLA

Julkaisun tietoja

Sarja
Reprints 168
Päiväys
1992
Painoversion saatavuus
Kieli
Englanti