Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models

Ana-Maria Fuertes, Miguel A. Martin and M. Teresa Perez

No 113, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: STAR; Global Optimization; Time Series (search for similar items in EconPapers)
JEL-codes: C51 C61 C63 (search for similar items in EconPapers)
Date: 2002-07-01
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:113

Access Statistics for this paper

More papers in Computing in Economics and Finance 2002 from Society for Computational Economics Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F. Baum ().