Time-varying smooth transition autoregressive models
Stefan Lundbergh; Timo Teräsvirta; Dick van Dijk
| Year of publication: |
2000
|
|---|---|
| Authors: | Lundbergh, Stefan ; Teräsvirta, Timo ; Dijk, Dick van |
| Publisher: |
Stockholm |
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Autokorrelation | Autocorrelation |
| Extent: | 44 S graph. Darst |
|---|---|
| Series: | SSE EFI working paper series in economics and finance. - Stockholm, ISSN 1403-8285, ZDB-ID 2544048-2. - Vol. 376 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001464665