Semiparametric transition models

DOI10.1080/07474938.2021.1957281OpenAlexW3190083596MaRDI QIDQ5865519

Chao Hui Koo, Pavel Čížek

Publication date: 9 June 2022

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

Full work available at URL: https://doi.org/10.1080/07474938.2021.1957281

zbMATH Keywords

semiparametric estimationnonlinear time seriesregime-switching modelslocal linear estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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