Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models

Authors
T. Teräsvirta H. M. Anderson
Citation
T. Teräsvirta et H. M. Anderson, Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models, Journal of applied econometrics, 7(SU), 1992, pp. 119
Journal title
Journal of applied econometrics → ACNP
ISSN journal
08837252
Volume
7
Issue
SU
Year of publication
1992
Database
ICR
SICI code
0883-7252(1992)7:SU<119:CNIBCU>2.0.ZU;2-1