Testing Linearity Against Smooth Transition Autoregressive...

Biometrika 1988 / 09 Vol. 75; Iss. 3

Testing Linearity Against Smooth Transition Autoregressive Models

Ritva Luukkonen, Pentti Saikkonen and Timo Teräsvirta
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Volume:
75
Language:
english
Journal:
Biometrika
DOI:
10.2307/2336599
Date:
September, 1988
File:
PDF, 998 KB
english, 1988
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