Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors

Mohamed Chikhi and Claude Diebolt

No 03-19, Working Papers from Association Française de Cliométrie (AFC)

Pages: 20 pages
Date: 2019
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Working Paper: Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors (2019)
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