Time-varying smooth transition autoregressive models

S Lundbergh, T Teräsvirta, Dick van Dijk

Research output: Contribution to journalArticleAcademicpeer-review

102 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)104-121
Number of pages18
JournalJournal of Business and Economic Statistics
Volume21
Issue number1
DOIs
Publication statusPublished - 2003

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