STARDIAGNOSTICS: RATS program to perform diagnostics on STAR models

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Performs diagnostic tests from Eitrheim and Terasvirta(1996), "Testing for the Adequacy of Smooth Transition Autoregressive Models", Journal of Econometrics, vol 74, pp 59-75.

Language: RATS
Requires: RATS 11.00
Keywords: STAR; model; diagnostics (search for similar items in EconPapers)
Date: 2026-01-02
Note: An RPRJ is a specialized zip file including one or more program files and data files. See https://estima.com/ratsfiletypes.shtml
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Downloads: (external link)
https://estima.com/procedures/stardiagnostics.rprj (application/zip)

Related works:
Journal Article: Testing the adequacy of smooth transition autoregressive models (1996)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtj00070

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