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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Instituto Valenciano de Investigaciones Económicas"
~institution:"Social Systems Research Institute"
~person:"Eitrhem, Øyvind"
~subject:"Monte Carlo simulation"
~subject:"Schätzung"
~subject:"Time series analysis"
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Eitrhem, Øyvind
Teräsvirta, Timo
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Institution
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Ekonomiska forskningsinstitutet <Stockholm>
Instituto Valenciano de Investigaciones Económicas
Social Systems Research Institute
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Working paper series in economics and finance
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ECONIS (ZBW)
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Testing the adequacy of smooth transition autoregressive models
Eitrhem, Øyvind
;
Teräsvirta, Timo
-
1995
Persistent link: https://www.econbiz.de/10000910635
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