Modelling Economic Relationships with Smooth Transition Regressions
Year of publication: |
1996-11
|
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Authors: | Teräsvirta, Timo |
Institutions: | Economics Institute for Research (SIR), Handelshögskolan i Stockholm |
Subject: | Causality | econometric modelling | linearity test | misspecification test | nonlinear model | structural change |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in Handbook of Applied Economic Statistics, Ullah, A., Giles, D.E.A. (eds.), 1998, pages 507-552, Dekker. The text is part of a series Working Paper Series in Economics and Finance Number 131 79 pages |
Classification: | C20 - Econometric Methods: Single Equation Models. General ; C50 - Econometric Modeling. General |
Source: |
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