Smooth Transition Autoregressive Models -- New Approaches to the Model Selection Problem

DOI10.2202/1558-3708.1469zbMath1194.90121OpenAlexW1511805578MaRDI QIDQ3574712

Mark J. Meyer, Dietmar G. Maringer

Publication date: 2 July 2010

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1469

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Approximation methods and heuristics in mathematical programming (90C59)

Related Items

Smooth transition simultaneous equation models ⋮ A differential evolution algorithm for yield curve estimation ⋮ The convergence of estimators based on heuristics: theory and application to a GARCH model