Applied Time Series Econometrics: Smooth Transition Regression Modeling

By Timo Teräsvirta. 2004

101 citations recorded by the source corpus.

Subfields: Control and Systems Engineering

View Paper: https://www.semanticscholar.org/paper/705f7f0be0d4f4b45ed69a118cf6dc42fce76b4f

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In Control and Systems Engineering

1. Jean-Michel Zakoian
2. Christian Francq

Citations in the corpus

• Bartlett's formula for a general class of nonlinear processes (2009, background): “…among many others, the self-exciting threshold autoregressive (SETAR) model (see Tong, 1990), the smooth transition autoregression (STAR) model (see Teräsvirta, 2004, and the references therein), the exponential autoregressive (EXPAR) model introduced by Haggan and Ozaki (1981), the bilinear…”