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Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form
Pavlidis, Efthymios G, Paya, Ivan, Peel, David AVolume:
14
Language:
english
Journal:
Studies in Nonlinear Dynamics & Econometrics
DOI:
10.2202/1558-3708.1702
Date:
January, 2010
File:
PDF, 547 KB
english, 2010