Error correction in DHSY
Year of publication: |
2002-11-21
|
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Authors: | Eliasson, Ann-Charlotte ; Teräsvirta, Timo |
Institutions: | Economics Institute for Research (SIR), Handelshögskolan i Stockholm |
Subject: | consumption equation | model misspecification testing | nonlinearity | smooth transition regression |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series SSE/EFI Working Paper Series in Economics and Finance Number 517 8 pages |
Classification: | C22 - Time-Series Models ; E21 - Consumption; Saving |
Source: |
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