Smooth transition autoregressive models - New approaches to the model selection problem

Studies in Nonlinear Dynamics and Econometrics

Volumn 12, Issue 1, 2008, Pages

  Maringer, Dietmar G ^a   Meyer, Mark ^b  

^a UNIVERSITY OF ESSEX   (United Kingdom)

^b JUSTUS LIEBIG UNIVERSITY   (Germany)

Author keywords

Heuristic optimization; Model specification; Regime switching models; Univariate time series modeling

Indexed keywords

EID: 42149149267     PISSN: 10811826     EISSN: 15583708     Source Type: Journal    
DOI: 10.2202/1558-3708.1469     Document Type: Article

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