Smooth transition autoregressive models : a survey of recent developments
Dick van Dijk; Timo Teräsvirta; Philip Hans Franses
| Year of publication: |
2000
|
|---|---|
| Authors: | Dijk, Dick van ; Teräsvirta, Timo ; Franses, Philip Hans |
| Publisher: |
Stockholm |
| Subject: | STAR | Smooth Transition Autoregressive | regime switching model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
| Extent: | 55 S graph. Darst |
|---|---|
| Series: | SSE EFI working paper series in economics and finance. - Stockholm, ISSN 1403-8285, ZDB-ID 2544048-2. - Vol. 380 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Gesamtt. von der Homepage Systemvoraussetzungen: Acrobat reader Systemvoraussetzungen: PostScript |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001486254