SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
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Publication:4817926
DOI10.1081/ETC-120008723zbMath1070.91047MaRDI QIDQ4817926
Philip Hans Franses, Dick van Dijk, Timo Teräsvirta
Publication date: 21 September 2004
Published in: Econometric Reviews (Search for Journal in Brave)
forecasting; regime-switching models; model evaluation; impulse response analysis; time series model specification
91B84: Economic time series analysis
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