Index models with integrated time series
type: Item
instance of: scholarly article
title: Index models with integrated time series
zbMATH Open document ID: 1023.62086
DOI: 10.1016/S0304-4076(02)00220-8
author: Yoosoon Chang
author: Joon Y. Park
published in: Journal of Econometrics
publication date: 2003-05-04T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M45
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1903606
zbMATH Keywords: index model
zbMATH Keywords: integrated time series
zbMATH Keywords: neural network model
zbMATH Keywords: smooth transition
zbMATH Keywords: regression
zbMATH Keywords: Brownian motion
zbMATH Keywords: Brownian local time
MaRDI profile type: Publication
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full work available at URL: s0304-4076(02)00220-8
OpenAlex ID: W2077962893
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description: scientific article; zbMATH DE number 1903606