SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
- 16 April 2002
- journal article
- Published by Taylor & Francis in Econometric Reviews
- Vol. 21 (1) , 1-47
- https://doi.org/10.1081/etc-120002918
Abstract
This paper surveys recent developments related to the smooth transition autoregressive (STAR) time series model and several of its variants. We put emphasis on new methods for testing for STAR nonl...Keywords
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