✦ LIBER ✦

Time-Varying Smooth Transition Autoregressive Models

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

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Time-Varying Smooth Transition Autoregre

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

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

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 Linearity Against Smooth Transit

✍ Ritva Luukkonen, Pentti Saikkonen and Timo Teräsvirta 📂 Article 📅 1988 🏛 Oxford University Press 🌐 English ⚖ 998 KB