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~institution:"CESifo"
~institution:"Erasmus University Rotterdam, Econometric Institute"
~person:"Dijk, D.J.C. van"
~subject:"Monte Carlo methods"
~subject:"Phillips curve"
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Dijk, D.J.C. van
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Erasmus University Rotterdam, Econometric Institute
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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 …
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