Nested threshold autoregressive (NeTAR) models
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Bibliographic InfoArticle provided by Elsevier in its journal International Journal of Forecasting.
Volume (Year): 13 (1997)
Issue (Month): 1 (March)
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Web page: http://www.elsevier.com/locate/ijforecast
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- Kirstin Hubrich & Timo Teräsvirta, 2013. "Thresholds and Smooth Transitions in Vector Autoregressive Models," CREATES Research Papers 2013-18, School of Economics and Management, University of Aarhus.
- repec:wyi:journl:002152 is not listed on IDEAS
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- Chen, Haiqiang & Chong, Terence Tai Leung & Bai, Jushan, 2012. "Theory and Applications of TAR Model with Two Threshold Variables," MPRA Paper 54527, University Library of Munich, Germany.
- Medeiros, Marcelo & Veiga, Alvaro, 2000. "A Flexible Coefficient Smooth Transition Time Series Model," Working Paper Series in Economics and Finance 360, Stockholm School of Economics, revised 10 Feb 2000.
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