Smooth transition autoregressive models : a survey of recent developments
Dick van Dijk, Timo Teräsvirta and Philip Hans Franses
| Year of publication: |
2002
|
|---|---|
| Authors: | Dijk, Dick van ; Teräsvirta, Timo ; Franses, Philip Hans |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 21.2002, 1, p. 1-47
|
| Subject: | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Theorie | Theory | Autokorrelation | Autocorrelation | Nichtlineare Regression | Nonlinear regression |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometric reviews |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001660011