A Flexible Coefficient Smooth Transition Time Series Model
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More about this item
KeywordsTime series; smooth transition models; threshold models; neural networks;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2000-02-21 (All new papers)
- NEP-ECM-2000-02-21 (Econometrics)
- NEP-ETS-2000-02-21 (Econometric Time Series)
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