Montasser, Ghassen El; Ajmi, Ahdi Noomen - In: Economics Bulletin 32 (2012) 1, pp. 755-765
This paper introduces the fractionally integrated Bi-parameter smooth transition autoregressive model (FI-BSTAR model) as an extension of BSTAR model proposed by Siliverstovs (2005) and the fractionally integrated STAR model (FI-STAR model) proposed by van Dijk et al. (2002). Our FI-BSTAR model...
