Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models

Spanish Economic Review

Volumn 3, Issue 3, 2001, Pages 193-209

  Escribano, Álvaro ^a   Jordá, Oscar ^b  

^a UNIVERSIDAD CARLOS III DE MADRID   (Spain)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

JEL classification: C12, C22; Key words: LM linearity tests, smooth transition autoregressive models, nonlinear models

Indexed keywords

EID: 0011989887     PISSN: 14355469     EISSN: None     Source Type: Journal    
DOI: 10.1007/PL00011442     Document Type: Article

References (0)