Franses, Philip Hans; van Dijk, Dick; de Bruin, de Bruin, P. - Faculteit der Economische Wetenschappen, Erasmus … - 2000
In this paper we put forward a new time series model, which describes nonlinearity and seasonality simultaneously. We …-transition nonlinearity and for time-varying seasonality. We find that the model fits the data well for 14 of the 18 series. We also consider …