A simple specification procedure for the transition function in persistent nonlinear time series models

Recent Advances in Estimating Nonlinear Models: With Applications in Economics and Finance

Volumn 9781461480600, Issue , 2014, Pages 169-191

  Kaufmann, Hendrik ^a   Kruse, Robinson ^a,b   Sibbertsen, Philipp ^a  

^a LEIBNIZ UNIVERSITY HANNOVER   (Germany)

^b AARHUS UNIVERSITY   (Denmark)

Author keywords

Model selection; Nonlinearity; Smooth transition; Threshold model; Unit root

Indexed keywords

EID: 84949179240     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1007/978-1-4614-8060-0_9     Document Type: Chapter

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