Time-varying smooth transition autoregressive models

S Lundbergh, T Teräsvirta, Dick van Dijk

Research output: Contribution to journal › Article › Academic › peer-review

121 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	104-121
Number of pages	18
Journal	Journal of Business and Economic Statistics
Volume	21
Issue number	1
DOIs	https://doi.org/10.1198/073500102288618810
Publication status	Published - 2003

Research programs

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