Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Studies in Nonlinear Dynamics & Econometrics
سال: 2010
ISSN: 1558-3708
DOI: 10.2202/1558-3708.1702