The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series

DOI10.1111/1368-423X.00103zbMath1069.91091OpenAlexW3125383929WikidataQ121217258 ScholiaQ121217258MaRDI QIDQ4439300

Dick van Dijk, Birgit Strikholm, Timo Teräsvirta

Publication date: 25 February 2004

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1368-423x.00103

zbMATH Keywords

nonlinear time seriessmooth transition autoregressiontime-varying parameter

Mathematics Subject Classification ID

Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (5)

Contemporaneous threshold autoregressive models: estimation, testing and forecasting ⋮ Exact maximum likelihood estimation for non-stationary periodic time series models ⋮ Seasonal nonlinear long memory model for the US inflation rates ⋮ Global hemispheric temperatures and co-shifting: a vector shifting-mean autoregressive analysis ⋮ Deterministic versus stochastic seasonal fractional integration and structural breaks

Uses Software

• partsm

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