Estimating nonlinear time‐series models using simulated vector autoregressions

Journal of Applied Econometrics

Volumn 8, Issue 1 S, 1993, Pages S63-S84

  Smith, A A ^a,b  

^a CARNEGIE MELLON UNIVERSITY   (United States)

^b QUEEN S UNIVERSITY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84986413049     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.3950080506     Document Type: Article

References (24)

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15. The Geat Crash, the oil price shock, and the unit root hypothesis
16. Diagnostic testing and evaluation of maximum likelihood models