Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions

DOI10.1080/07474938.2020.1773666zbMath1490.62236OpenAlexW3034772842MaRDI QIDQ5861044

Julian S. Leppin, Matei Demetrescu, Stefan Reitz

Publication date: 4 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2020.1773666

zbMATH Keywords

nonlinear modelstestingmultivariateSTR model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

Uses Software

• Stata

Cites Work

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