Non-linear cointegration and adjustment: an asymmetric exponential smooth-transition model for US interest rates
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Bibliographic InfoArticle provided by Springer in its journal Empirical Economics.
Volume (Year): 35 (2008)
Issue (Month): 3 (November)
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Find related papers by JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
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- Clements, Michael P. & Smith, Jeremy, 1997. "The performance of alternative forecasting methods for SETAR models," International Journal of Forecasting, Elsevier, vol. 13(4), pages 463-475, December.
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