Testing the adequacy of smooth transition autoregressive...

Testing the adequacy of smooth transition autoregressive models

Øyvind Eitrheim, Timo Teräsvirta
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Volume:
74
Year:
1996
Language:
english
Pages:
17
DOI:
10.1016/0304-4076(95)01751-8
File:
PDF, 960 KB
english, 1996
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