✦ LIBER ✦

Testing Linearity Against Smooth Transition Autoregressive Models

✍ Scribed by Ritva Luukkonen, Pentti Saikkonen and Timo Teräsvirta

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing linearity against smooth transit

✍ LUUKKONEN, RITVA; SAIKKONEN, PENTTI; TERÄSVIRTA, TIMO 📂 Article 📅 1988 🏛 Oxford University Press 🌐 English ⚖ 474 KB

Robust Tests Against Smooth Transition A

✍ Beg, A. B. M. Rabiul Alam; Silvapulle, Mervyn Joseph; Silvapulle, Paramsothy 📂 Article 📅 2002 🏛 Taylor and Francis Group 🌐 English ⚖ 145 KB

Testing the adequacy of smooth transitio

✍ Øyvind Eitrheim; Timo Teräsvirta 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 960 KB

Simulation-based Finite Sample Linearity

✍ Andrés González; Timo Teräsvirta 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 527 KB

Time-Varying Smooth Transition Autoregre

✍ Lundbergh, Stefan; Teräsvirta, Timo; van Dijk, Dick 📂 Article 📅 2003 🏛 American Statistical Association 🌐 English ⚖ 620 KB

Time-Varying Smooth Transition Autoregre

✍ Stefan Lundbergh, Timo Teräsvirta and Dick van Dijk 📂 Article 📅 2003 🏛 American Statistical Association 🌐 English ⚖ 624 KB