Sen, Liew Khim; Baharumshah, Ahmad Zubaidi - EconWPA - 2003
Exponential Smooth Transition Autoregressive (ESTAR) model is widely adopted in the exchange rate study as its … validity of this hypothesis that the ESTAR exchange rate model is superior to LSTAR exchange rate model on the basis of … version as well as the ESTAR model, which has thus far been deemed the most appropriate nonlinear exchange rate model. …