Simulation-based estimation of threshold moving average models with contemporaneous shock asymmetry and an application to Turkish business cycles (Q4976577)
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scientific article; zbMATH DE number 6755080
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| English | Simulation-based estimation of threshold moving average models with contemporaneous shock asymmetry and an application to Turkish business cycles |
scientific article; zbMATH DE number 6755080 |
Statements
Simulation-based estimation of threshold moving average models with contemporaneous shock asymmetry and an application to Turkish business cycles (English)
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31 July 2017
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contemporaneous asymmetry
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efficient method of moments
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persistence of shocks
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threshold moving average models
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Turkish business cycles
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economic time series
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TMA
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0.7353929281234741
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0.7333093881607056
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0.7307766079902649
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0.7306009531021118
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0.7300193309783936
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