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Correction to: A Smooth Transition Autoregressive Model for Matrix-Variate Time Series

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  • Andrea Bucci

    (University of Macerata)

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  • Andrea Bucci, 2025. "Correction to: A Smooth Transition Autoregressive Model for Matrix-Variate Time Series," Computational Economics, Springer;Society for Computational Economics, vol. 65(1), pages 459-462, January.
    • Handle: RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10735-w
    DOI: 10.1007/s10614-024-10735-w
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    References listed on IDEAS

    as
    1. Chen, Rong & Xiao, Han & Yang, Dan, 2021. "Autoregressive models for matrix-valued time series," Journal of Econometrics, Elsevier, vol. 222(1), pages 539-560.
    2. Saikkonen, Pentti, 2008. "Stability Of Regime Switching Error Correction Models Under Linear Cointegration," Econometric Theory, Cambridge University Press, vol. 24(1), pages 294-318, February.
    3. Jian Liu, 1992. "Spectral Radius, Kronecker Products And Stationarity," Journal of Time Series Analysis, Wiley Blackwell, vol. 13(4), pages 319-325, July.
    4. Igor L. Kheifets & Pentti J. Saikkonen, 2020. "Stationarity and ergodicity of vector STAR models," Econometric Reviews, Taylor & Francis Journals, vol. 39(4), pages 407-414, April.
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