Nonlinear autoregressive models with optimality properties (Q5860996)

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scientific article; zbMATH DE number 7484521
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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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