Time-Varying Smooth Transition Autoregressive Models
- 1 January 2003
- journal article
- Published by Taylor & Francis in Journal of Business & Economic Statistics
- Vol. 21 (1) , 104-121
- https://doi.org/10.1198/073500102288618810
Abstract
Nonlinear regime-switching behavior and structural change are often perceived as competing alternatives to linearity. In this article we study the so-called time-varying smooth transition autoregre...Keywords
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