scientific article; zbMATH DE number 2222630
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Publication:5701436
zbMATH Open1093.91053MaRDI QIDQ5701436FDOQ5701436
Authors: Bernhard Böhm
Publication date: 3 November 2005
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- Specification, estimation, and evaluation of smooth transition autoregressive models
- Investigating structural transformation and transfer conditions of various economic models
- Chapter 10 Random Walk Smooth Transition Autoregressive Models
- Moment-based estimation of smooth transition regression models with endogenous variables
- Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables
- Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
- A unified theory of structural change
- Smooth transition simultaneous equation models
- A gradual switching regression model with a flexible transition path
- Transition Path Theory
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