Simulation-based estimation of threshold moving average models with contemporaneous shock asymmetry and an application to Turkish business cycles

DOI10.1080/03610918.2015.1035447MaRDI QIDQ4976577zbMATH OpenOpenAlexFDO

Authors Hüseyin Taştan

Publication date 31 July 2017

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2015.1035447

zbMATH Keywords

contemporaneous asymmetryeconomic time seriesefficient method of momentspersistence of shocksthreshold moving average modelsTMATurkish business cycles

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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