Characterizing nonlinearities in business cycles using smooth transition autoregressive models
- 1 December 1992
- journal article
- research article
- Published by Wiley in Journal of Applied Econometrics
- Vol. 7 (S1) , S119-S136
- https://doi.org/10.1002/jae.3950070509
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- Non-linear Time SeriesPublished by Oxford University Press (OUP) ,1990
- Testing linearity against smooth transition autoregressive modelsBiometrika, 1988
- Nonlinear Regression Analysis and Its ApplicationsPublished by Wiley ,1988
- ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELSJournal of Time Series Analysis, 1986
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom InflationEconometrica, 1982