COINTEGRATING SMOOTH TRANSITION REGRESSIONS
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Publication:5697608
DOI10.1017/S0266466604202031zbMath1072.62080MaRDI QIDQ5697608
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Publication date: 18 October 2005
Published in: Econometric Theory (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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