A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models (Q4561862)
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scientific article; zbMATH DE number 6993296
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models |
scientific article; zbMATH DE number 6993296 |
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A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models (English)
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13 December 2018
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nonlinearity
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smooth transition
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threshold model
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model selection
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unit root
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