✦ LIBER ✦

Time-Varying Smooth Transition Autoregressive Models

✍ Scribed by Lundbergh, Stefan; Teräsvirta, Timo; van Dijk, Dick

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Critical values for linearity tests in t

✍ Rickard Sandberg 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 508 KB

Stabilization of smoothness priors time-

✍ M. Juntunen; J. P. Kaipio 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 703 KB

Testing linearity against smooth transit

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

Testing the adequacy of smooth transitio

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

Bayesian Model Uncertainty In Smooth Tra

✍ Hedibert F. Lopes; Esther Salazar 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 259 KB

Time-varying autoregressions with model

✍ RAQUEL PRADO; GABRIEL HUERTA 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 565 KB