Structural breaks and smooth transition autoregressive processes : an application to the US stock value ratios
Year of publication: |
2011
|
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Authors: | Yoon, Gawon |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 43.2011, 16/18, p. 2313-2320
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Subject: | Strukturbruch | Structural break | Theorie | Theory | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression |
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