Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form
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Publication:3574770
DOI10.2202/1558-3708.1702zbMath1194.62105OpenAlexW2067656183MaRDI QIDQ3574770
Ivan Paya, Efthymios G. Pavlidis, David A. Peel
Publication date: 2 July 2010
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.lancaster.ac.uk/media/lancaster-university/content-assets/documents/lums/economics/working-papers/SmoothTransitionRegression.pdf
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