Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry
Year of publication: |
2011
|
---|---|
Authors: | Taştan, Hüseyin |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Threshold moving average models | contemporaneous asymmetry | persistence of shocks | Efficient Method of Moments |
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