SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926)
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scientific article; zbMATH DE number 2101316
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS |
scientific article; zbMATH DE number 2101316 |
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SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (English)
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21 September 2004
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regime-switching models
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time series model specification
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model evaluation
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forecasting
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impulse response analysis
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