SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
Year of publication: |
2002
|
---|---|
Authors: | Dijk, Dick van ; Terasvirta, Timo ; Franses, Philip Hans |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 21.2002, 1, p. 1-47
|
Publisher: |
Taylor & Francis Journals |
Subject: | Regime-switching models | Time series model specification | Model evaluation | Forecasting | Impulse response analysis |
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