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Smooth transition models

Teräsvirta, Timo - 1996

Persistent link: https://www.econbiz.de/10000953743

Modelling economic relationships with smooth transition regressions

Teräsvirta, Timo - 1996

Persistent link: https://www.econbiz.de/10000955669

Fourth moment structure of the GARCH (p, q) process

He, Changli; Teräsvirta, Timo - 1997

Persistent link: https://www.econbiz.de/10000960148

Nonlinearities in growth : from evidence to policy

Cohen-Cole, Ethan B. (contributor); … - 2005

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Identifying social interactions : a review

Blume, Lawrence E. (contributor); … - 2005

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Empirics of growth and development

Durlauf, Steven N. (contributor); … - 2005

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Determing the number of regimes in a threshold autoregressive model using smooth transition autoregressions

Strikholm, Birgit (contributor); … - 2005 - [Elektronische Ressource], Rev. February 11, 2005

In this paper we propose a method for determining the number of regimes in threshold autoregressive models using smooth transition autoregression as a tool. As the smooth transition model is just an approximation to the threshold autoregressive one, no asymptotic properties are claimed for the...

Persistent link: https://www.econbiz.de/10002535492

Racial profiling as a public policy question : efficiency, equity, and Ambiguity

Durlauf, Steven N. (contributor) - 2005

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Macroeconomics and model uncertainty

Brock, William A. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002433939

Local robustness analysis : theory and application

Brock, William A. (contributor); … - 2004 - [Elektronische Ressource], rev.

Persistent link: https://www.econbiz.de/10002433959