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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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

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    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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