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~institution:"CESifo"
~institution:"Erasmus University Rotterdam, Econometric Institute"
~institution:"Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam"
~subject:"Monte Carlo methods"
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CESifo
Erasmus University Rotterdam, Econometric Institute
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Nonlinearities and outliers: robust specification of STAR models
Franses, Philip Hans
;
van Dijk, Dick
;
Escribano, A.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
1998
Outliers and
nonlinearity
may easily be mistaken. This paper uses Monte Carlo methods to examine and compare the …
Persistent link: https://www.econbiz.de/10010837988
Saved in:
2
Nonlinearities and outliers: robust specification of STAR models
Escribano, A.
;
Franses, Ph.H.B.F.
;
Dijk, D.J.C. van
-
Erasmus University Rotterdam, Econometric Institute
-
1998
Outliers and
nonlinearity
may easily be mistaken. This paper uses Monte Carlo methods to examine and compare the …
Persistent link: https://www.econbiz.de/10008584751
Saved in:
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