Testing the adequacy of smooth transition autoregressive models
| Year of publication: |
1996
|
|---|---|
| Authors: | Eitrheim, Oyvind ; Terasvirta, Timo |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 74.1996, 1, p. 59-75
|
| Publisher: |
Elsevier |