Time-varying smooth transition autoregressive models

Journal of Business and Economic Statistics

Volumn 21, Issue 1, 2003, Pages 104-121

  Lundbergh, Stefan ^a   Teräsvirta, Timo ^a   Van Dijk, Dick ^b  

^a STOCKHOLM SCHOOL OF ECONOMICS   (Sweden)

^b ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Nonlinearity; Structural change; Time series model specification

Indexed keywords

EID: 0037237274     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500102288618810     Document Type: Article

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