Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting
Year of publication: |
2007-04-01
|
---|---|
Authors: | Dueker, Michael ; Sola, Martin ; Spagnolo, Fabio |
Institutions: | Dipartimento di Studi Economici "Salvatore Vinci", Università degli Studi di Napoli - "Parthenope" |
Subject: | Smooth Transition Threshold Autoregressive | Forecasting | Nonlinear Models |
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