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Random Walk Smooth Transition Autoregressive Models

Heather M. Anderson ,

Nonlinear Time Series Analysis of Business Cycles

ISBN: 978-0-44451-838-5, eISBN: 978-1-84950-833-9

Publication date: 8 February 2006

Citation

Anderson, H.M. and Nam Low, C. (2006), "Random Walk Smooth Transition Autoregressive Models", Milas, C., Rothman, P.A., van Dijk, D. and Wildasin, D.E. (Ed.) Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis, Vol. 276), Emerald Group Publishing Limited, Leeds, pp. 247-281. https://doi.org/10.1016/S0573-8555(05)76010-7

Publisher

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Emerald Group Publishing Limited

Copyright © 2006, Emerald Group Publishing Limited