Nonlinear stochastic inflation modelling using SEASETARs
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Bibliographic InfoArticle provided by Elsevier in its journal Insurance: Mathematics and Economics.
Volume (Year): 32 (2003)
Issue (Month): 1 (February)
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Web page: http://www.elsevier.com/locate/inca/505554
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0-88-2, Pennsylvania State - Department of Economics.
- Gonzalo, Jesus & Pitarakis, Jean-Yves, 2002. "Estimation and model selection based inference in single and multiple threshold models," Journal of Econometrics, Elsevier, vol. 110(2), pages 319-352, October.
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- Franses, Philip Hans, 1991. "Seasonality, non-stationarity and the forecasting of monthly time series," International Journal of Forecasting, Elsevier, vol. 7(2), pages 199-208, August.
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