Nonlinear autoregressive models with optimality properties
Year of publication: |
2020
|
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Authors: | Blasques, Francisco ; Koopman, Siem Jan ; Lucas, André |
Subject: | Macroeconomic time series | Score driven time-varying parameter models | Smooth transition | Treshold autoregressive models | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation |
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