Semiparametric transition models
Year of publication: |
2022
|
---|---|
Authors: | Čížek, Pavel ; Koo, Chao Hui |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 41.2022, 4, p. 400-415
|
Subject: | Local linear estimation | nonlinear time series | regime-switching models | semiparametric estimation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics |
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