SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS

DOI10.1081/ETC-120008723zbMath1070.91047MaRDI QIDQ4817926

Philip Hans Franses, Dick van Dijk, Timo Teräsvirta

Publication date: 21 September 2004

Published in: Econometric Reviews (Search for Journal in Brave)

zbMATH Keywords

forecastingregime-switching modelsmodel evaluationimpulse response analysistime series model specification

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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