Weighted Smooth Transition Regressions
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Bibliographic InfoArticle provided by John Wiley & Sons, Ltd. in its journal Journal of Applied Econometrics.
Volume (Year): 27 (2012)
Issue (Month): 5 (08)
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Web page: http://www.interscience.wiley.com/jpages/0883-7252/
Other versions of this item:
- Ralf Becker & Denise Osborn, 2007. "Weighted smooth transition regressions," The School of Economics Discussion Paper Series, Economics, The University of Manchester 0724, Economics, The University of Manchester.
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- Galvão, Ana Beatriz, 2013.
"Changes in predictive ability with mixed frequency data,"
International Journal of Forecasting, Elsevier,
Elsevier, vol. 29(3), pages 395-410.
- Ana Beatriz Galv�o, 2007. "Changes in Predictive Ability with Mixed Frequency Data," Working Papers, Queen Mary, University of London, School of Economics and Finance 595, Queen Mary, University of London, School of Economics and Finance.
- Gelman, Maria & Jochem, Axel & Reitz, Stefan, 2013.
"Real financial market exchange rates and capital flows,"
50/2013, Deutsche Bundesbank, Research Centre.
- Julian S. Leppin & Stefan Reitz, 2014. "Real Financial Market Exchange Rates and Capital Flows," Kiel Working Papers 1946, Kiel Institute for the World Economy.
- Maria Gelman & Axel Jochem & Stefan Reitz & Mark P. Taylor, 2014. "Real Financial Market Exchange Rates and Capital Flows," Kiel Working Papers 1945, Kiel Institute for the World Economy.
- Giulio Cainelli & Andrea Fracasso & Giuseppe Vittucci Marzetti, 2012. "Spatial agglomeration and productivity in Italy: a panel smooth transition regression approach," Openloc Working Papers, Public policies and local development 1204, Public policies and local development.
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