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A new semiparametric time series model is introduced – the semiparametric transition (SETR) model – that generalizes the threshold and smooth transition models by letting the transition function to... Click to show full abstract
A new semiparametric time series model is introduced – the semiparametric transition (SETR) model – that generalizes the threshold and smooth transition models by letting the transition function to...
Keywords:
transition models;
semiparametric transition;
transition
Journal Title: Econometric Reviews
Year Published: 2021
Link to full text (if available)
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Journal Title: Econometric Reviews
Year Published: 2021
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!