Smooth Transitions and GDP Growth in the European Union
β Scribed by David Greenaway; Stephen Leybourne; David Sapsford
- Book ID
- 108550171
- Publisher
- John Wiley and Sons
- Year
- 2000
- Tongue
- English
- Weight
- 235 KB
- Volume
- 68
- Category
- Article
- ISSN
- 1463-6786
No coin nor oath required. For personal study only.
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## Abstract In this paper, I extend to a multipleβequation context the linearity, model selection and model adequacy tests recently proposed for univariate smooth transition regression models. Using this result, I examine the nonlinear forecasting power of the Conference Board composite index of le