A robust algorithm for parameter estimation in smooth transition autoregressive models
Year of publication: |
2009
|
---|---|
Authors: | Bekiros, Stelios D. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 103.2009, 1, p. 36-38
|
Subject: | Autokorrelation | Autocorrelation | Ökonometrisches Modell | Econometric model |
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