Nonlinear autoregressive models with optimality properties
Francisco Blasques, Siem Jan Koopman and André Lucas
| Year of publication: |
2020
|
|---|---|
| Authors: | Blasques, Francisco ; Koopman, Siem Jan ; Lucas, André |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 39.2020, 6, p. 559-578
|
| Subject: | Macroeconomic time series | Score driven time-varying parameter models | Smooth transition | Treshold autoregressive models | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2019.1701807 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012195421