A hidden Markov regime-switching smooth transition model

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Publication:2691768

DOI10.1515/snde-2016-0061OpenAlexW2810067254MaRDI QIDQ2691768

John W. Lau, Tak Kuen Siu, Robert J. Elliott

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2016-0061



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