Simulation-based estimation of threshold moving average models with contemporaneous shock asymmetry and an application to Turkish business cycles

DOI10.1080/03610918.2015.1035447zbMath1372.62094OpenAlexW2561748263MaRDI QIDQ4976577

Hüseyin Taştan

Publication date: 31 July 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1035447

zbMATH Keywords

contemporaneous asymmetryefficient method of momentseconomic time seriesthreshold moving average modelsTMApersistence of shocksTurkish business cycles

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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