Testing for Smooth Transition Nonlinearity in the Presence of Outliers
Dijk, Dick Van, Franses, Philip Hans, Lucas, AndréVolume:
17
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.1999.10524812
Date:
April, 1999
File:
PDF, 3.27 MB
english, 1999