Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form

✍ Scribed by Pavlidis, Efthymios G; Paya, Ivan; Peel, David A

• Book ID: 120815990
• Publisher: The Berkeley Electronic Press,Walter de Gruyter GmbH & Co. KG
• Year: 2010
• Tongue: English
• Weight: 547 KB
• Volume: 14
• Category: Article
• ISSN: 1081-1826
• DOI: 10.2202/1558-3708.1702