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scientific article; zbMATH DE number 7484521
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English | Nonlinear autoregressive models with optimality properties |
scientific article; zbMATH DE number 7484521 |
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Nonlinear autoregressive models with optimality properties (English)
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4 March 2022
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macroeconomic time series
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score driven time-varying parameter models
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smooth transition
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treshold autoregressive models
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