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Search: subject:"logistic smooth transition"
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Estimation
14
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6
Nonlinear regression
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Logistic smooth transition
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3
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asymmetry
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endogeneity
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logistic smooth transition
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logistic smooth transition VAR (LST-VAR)
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nonlinear Taylor rule
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nonlinearity
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pricing along the distribution chain
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special events
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4
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2
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2
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2
Ku, Yu-Cheng
2
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2
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ECONIS (ZBW)
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EconStor
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Nonlinear Phillips curve, NAIRU and monetary policy rules
Huh, Hyeon-seung
;
I, Hyeon hun
;
Lee, Namkyung
- In:
Empirical economics : a journal of the Institute for …
37
(
2009
)
1
,
pp. 131-151
Persistent link: https://www.econbiz.de/10003868517
Saved in:
32
Does beta react to market conditions? Estimates of 'bull' and 'bear' betas using a nonlinear market model with an endogenous threshold parameter
Woodward, George
;
Anderson, Heather
- In:
Quantitative Finance
9
(
2009
)
8
,
pp. 913-924
The authors use a
logistic
smooth
transition
market (LSTM) model to investigate whether 'bull' and 'bear' market betas …
Persistent link: https://www.econbiz.de/10008609633
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