Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models

DOI10.1080/01621459.1994.10476462zbMath1254.91686OpenAlexW2118234389MaRDI QIDQ4898338

Timo Teräsvirta

Publication date: 1 January 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.1994.10476462

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

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