Time-varying smooth transition autoregressive models
Stefan Lundbergh; Timo Teräsvirta; Dick van Dijk
| Year of publication: |
2003
|
|---|---|
| Authors: | Lundbergh, Stefan ; Teräsvirta, Timo ; Dijk, Dick van |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 21.2003, 1, p. 104-121
|
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Autokorrelation | Autocorrelation |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of business & economic statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001728841