Random Walk Smooth Transition Autoregressive Models

Heather Anderson and Chin Nam Low

A chapter in Nonlinear Time Series Analysis of Business Cycles, 2006, pp 247-281 from Emerald Group Publishing Limited

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Date: 2006
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Working Paper: Random Walk Smooth Transition Autoregressive Models (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:eme:ceazzz:s0573-8555(05)76010-7

DOI: 10.1016/S0573-8555(05)76010-7

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