Seasonal smooth transition autoregression

Authors
  • P.H.B.F. Franses
  • P.T. de Bruin
  • D.J. van Dijk
Publication date 2000
Journal Econometric Institute Report
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
Note Erasmus Universiteit Rotterdam
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