Some pitfalls in smooth transition models estimation : a Monte Carlo study
Novella Maugeri
| Year of publication: |
2014
|
|---|---|
| Authors: | Maugeri, Novella |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 44.2014, 3, p. 339-378
|
| Subject: | Smooth transition models | Nonlinear least squares | Maximum likelihood | Monte Carlo methods | Finite sample bias | Consistency | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010489076